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Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Economics.
2003 (English)Report (Other scientific)
Place, publisher, year, edition, pages
Department of Economics, Uppsala University , 2003.
, Working Paper Series
Keyword [en]
Cointegration; tests; Monte Carlo
National Category
URN: urn:nbn:se:uu:diva-46435OAI: oai:DiVA.org:uu-46435DiVA: diva2:74342
Available from: 2008-10-17 Created: 2008-10-17

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