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The effect of spillover on the Johansen tests for cointegration : a Monte Carlo analysis
Mantalos, Panagiotis; Månsson, Kristofer; Shukur, Ghazi - In: International journal of computational economics and … 1 (2010) 3/4, pp. 327-342
Persistent link: https://www.econbiz.de/10008933194
Cover Image
The effect of spillover on the Johansen tests for cointegration : a Monte Carlo analysis
Mantalos, Panagiotis; Månsson, Kristofer; Shukur, Ghazi - In: International journal of computational economics and … 1 (2010) 3/4, pp. 327-342
Persistent link: https://www.econbiz.de/10009956301