Residual-based tests for fractional cointegration : a Monte Carlo study
Ingolf Dittmann
| Year of publication: |
1998
|
|---|---|
| Authors: | Dittmann, Ingolf |
| Publisher: |
Dortmund : Univ., Wirtschafts- und Sozialwiss. Fak. |
| Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Theorie | Theory |
| Extent: | 33 Bl graph. Darst |
|---|---|
| Series: | Wirtschaftstheoretische Diskussionsbeiträge. - Dortmund, ZDB-ID 2178912-5. - Vol. 9802 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001575571