The effect of spillover on the Johansen tests for cointegration : a Monte Carlo analysis
Panagiotis Mantalos; Kristofer Månsson; Ghazi Shukur
| Year of publication: |
2010
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|---|---|
| Authors: | Mantalos, Panagiotis ; Månsson, Kristofer ; Shukur, Ghazi |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 1.2010, 3/4, p. 327-342
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| Subject: | Kointegration | Cointegration | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Spillover-Effekt | Spillover effect | Simulation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008933194