Keywords
CointegrationMonte Carlo methodEconometricsEconomicsMathematicsStatisticsStatistical hypothesis testing
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Publication Info
- Year
- 1996
- Type
- article
- Volume
- 71
- Issue
- 1-2
- Pages
- 89-115
- Citations
- 266
- Access
- Closed
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Cite This
Alfred A. Haug
(1996).
Tests for cointegration a Monte Carlo comparison.
Journal of Econometrics
, 71
(1-2)
, 89-115.
https://doi.org/10.1016/0304-4076(94)01696-8
Identifiers
- DOI
- 10.1016/0304-4076(94)01696-8