Bootstrap testing for cointegration of international commodity prices

Applied Economics

Volumn 34, Issue 5, 2002, Pages 637-647

  Pynnönen, Seppo ^a   Vataja, Juuso ^a  

^a UNIVERSITY OF VAASA   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

COMMODITY MARKET; METHODOLOGY; PRICE DYNAMICS; TESTING METHOD;

EID: 0036222351     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840110050642     Document Type: Article

References (49)

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29. Temporal aggregation and the power of tests for a unit root
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