A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models
Year of publication: |
2005
|
---|---|
Authors: | Hjelm, Göran ; Johansson, Martin W. |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 27.2005, 4, p. 691-703
|
Subject: | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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