Residual Based Tests for Cointegration: Their Actual Size Under Aggregation Over Time
| Year of publication: |
1992
|
|---|---|
| Authors: | Mamingi, Nlandu |
| Institutions: | University at Albany, SUNY, Department of Economics |
| Subject: | Econometrics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 44 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005628521