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 2550146X. - Vol. 1.2010, 3/4, p. 327-342
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009956301