Testing for cointegration: the effects of mis-specifying the lag length
| Year of publication: |
1995
|
|---|---|
| Authors: | Bewley, Ronald ; Yang, Minxian |
| Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 39.1995, 3, p. 251-255
|
| Publisher: |
Elsevier |