Tests for cointegration a Monte Carlo comparison

Journal of Econometrics

Volumn 71, Issue 1-2, 1996, Pages 89-115

  Haug, Alfred A ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

Power; Size distortions

Indexed keywords

EID: 0003002938     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01696-8     Document Type: Article

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