Residual based tests for cointegration : a Monte Carlo study of size distortions
Alfred A. Haug
| Year of publication: |
1993
|
|---|---|
| Authors: | Haug, Alfred Albert |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 41.1993, 4, p. 345-351
|
| Subject: | Simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001144909