Testing for Cointegration Using the Johansen Methodology When Variables are Near-Integrated
Year of publication: |
[2008]
|
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Authors: | Hjalmarsson, Erik |
Other Persons: | Österholm, Pär (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Einheitswurzeltest | Unit root test | Experiment |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Series: | IMF Working Paper ; No. 07/141 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1007890 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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