Residual based tests for cointegration : A Monte Carlo study of size distortions
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 41 (1993)
Issue (Month): 4 ()
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200409, University of Hawaii at Manoa, Department of Economics.
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- Elena Pesavento, 2005.
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- Elena Pesavento, 2007. "Residuals-based tests for the null of no-cointegration: an Analytical comparison," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 111-137, 01.
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