The robustness of cointegration tests in misspecified models : some Monte Carlo evidence
[Øyvind Eitrheim]
| Year of publication: |
1996
|
|---|---|
| Authors: | Eitrheim, Øyvind |
| Published in: |
Four essays on the multivariate modelling of nonstationary economic time series. - Oslo. - 1996, p. 101-161
|
| Subject: | Schätztheorie | Estimation theory | Makroökonometrie | Macroeconometrics | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001321603