Monte Carlo tests of cointegration in a bivariate normal common factor system
| Year of publication: |
2000
|
|---|---|
| Authors: | Östermark, R. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 10.2000, 1, p. 81-94
|