Do panel cointegration tests produce "mixed signals"?
Year of publication: |
2012
|
---|---|
Authors: | Hanck, Christoph |
Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 107/108.2012, p. 299-310
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation |
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