Estimating and testing cointegration : a Monte Carlo study on the small sample properties of some cointegration tests

Estimating and testing cointegration : a Monte Carlo study on the small sample properties of some cointegration tests

datePublished

• 1995

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 479271
• propertyID: FI-MELINDA value: 005487393
• propertyID: skl value: fx479271

isbn

• 9516506593

isPartOf

• Fennica
• Meddelanden från Ekonomisk-statsvetenskapliga fakulteten vid Åbo akademi. Ser. B

name

• Estimating and testing cointegration : a Monte Carlo study on the small sample properties of some cointegration tests

numberOfPages

• 39, [3] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Åbo organizer: Åbo Akademi], statistiska institutionen

publisher

• Åbo Akademi], statistiska institutionen