Testing for cointegration in misspecified systems : a Monte Carlo study of size distortions
Pär Österholm
| Year of publication: |
Aug. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Österholm, Pär (contributor) |
| Institutions: | Uppsala universitet / Nationalekonomiska institutionen (contributor) |
| Publisher: |
Uppsala : University, Dep. of Economics |
| Subject: | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | Online-Ressource, 32 p., text |
|---|---|
| Series: | Working papers / Department of Economics, Uppsala University. - Uppsala : [Verlag nicht ermittelbar], ISSN 1653-6975, ZDB-ID 2102298-7. - Vol. 2003:21 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001790880