Testing for Cointegration: The Effects of Mis-Specifying the Lag Length.
| Year of publication: |
1993
|
|---|---|
| Authors: | Bewley, R. ; Yang, M. |
| Institutions: | School of Economics, UNSW Business School |
| Subject: | cointegration | econometrics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 9 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005631380