Tests for the null hypothesis of cointegration : a Monte Carlo comparison
Year of publication: |
2003
|
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Authors: | Gabriel, Vasco J. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 22.2003, 4, p. 411-435
|
Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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