Tests for cointegration: A Monte Carlo comparison
| Year of publication: |
1996
|
|---|---|
| Authors: | Haug, Alfred A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 71.1996, 1-2, p. 89-116
|