Residual Based Tests for Cointegration: A Monte Carlo Study.
| Year of publication: |
1991
|
|---|---|
| Authors: | Haug, A.A. |
| Institutions: | Department of Economics, University of Saskatchewan |
| Subject: | econometrics | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 13 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005781040