Testing for cointegration using the Johansen approach : are we using the correct critical values?
Paul Turner
| Year of publication: |
2009
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| Authors: | Turner, Paul |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 24.2009, 5, p. 825-831
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| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003932170