Further evidence on the size and power of the Bierens and Johansen cointegration procedures
Year of publication: |
2003
|
---|---|
Authors: | Cushman, David O. |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2003, 25, p. 1-7
|
Publisher: |
AccessEcon |
Subject: | Monte Carlo |
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