Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies
| Year of publication: |
2010
|
|---|---|
| Authors: | Hjalmarsson, Erik ; Österholm, Pär |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 39.2010, 1, p. 51-76
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Cointegration | Near unit root | Spurious rejection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008456088