Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies
Year of publication: |
2010
|
---|---|
Authors: | Hjalmarsson, Erik ; Österholm, Pär |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 39.2010, 1, p. 51-77
|
Saved in:
Saved in favorites
Similar items by person
-
Testing for Cointegration Using the Johansen Methodology When Variables Are Near-Integrated
Österholm, Pär, (2007)
-
Heterogeneity in households' expectations of housing prices: Evidence from micro data
Hjalmarsson, Erik, (2019)
-
Inflation illiteracy: A micro-data analysis
Andersson, Fredrik N. G., (2022)
- More ...