Testing for Cointegration in Misspecified Systems - A Monte Carlo Study of Size Distortions
Year of publication: |
2003
|
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Authors: | Österholm, Pär |
Publisher: |
Uppsala : Uppsala University, Department of Economics |
Subject: | Kointegration | Monte-Carlo-Methode | Theorie | Cointegration | Tests | Monte Carlo |
Series: | Working Paper ; 2003:21 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 370520149 [GVK] hdl:10419/82775 [Handle] RePEc:hhs:uunewp:2003_021 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
-
Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions
Österholm, Pär, (2003)
-
Panel cointegration testing in the presence of a time trend
Droge, Bernd, (2009)
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Some Exact Tests for Manifest Properties of Latent Trait Models
de Gooijer, Jan G., (2010)
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Österholm, Pär, (2008)
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Testing for Cointegration Using the Johansen Methodology When Variables Are Near-Integrated
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Does Money Matter for U.S. Inflation? : Evidence from Bayesian VARs
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