Residual based tests for cointegration. A Monte Carlo study of size distortions
Year of publication: |
1993
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Authors: |
Haug, A.A.
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Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 41.1993, 4, p. 345-352
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Type of publication: | Article
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Source: | |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006807008