The reliability of the Johansen-procedure : some Monte-Carlo-results

by Gerd Hansen and Jeong-Ryeol Kim

Year of publication:	1996
Authors:	Hansen, Gerd
Other Persons:	Kurz-Kim, Jeong-Ryeol (contributor) ; Kurz-Kim, Jeong-Ryeol (contributor)
Publisher:	Kiel : Inst. für Statistik und Ökonometrie
Subject:	Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Simulation \| Theorie \| Theory

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