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A note on the power of the GPH test for cointegration
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Information Science.
1997 (English)Report (Other scientific)
Place, publisher, year, edition, pages
Uppsala , 1997.
, Research report - University of Uppsala, Department of Statistics ; 1997:7
National Category
Probability Theory and Statistics
URN: urn:nbn:se:uu:diva-49725OAI: oai:DiVA.org:uu-49725DiVA: diva2:77632
Available from: 2008-10-17 Created: 2008-10-17

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