Spurious regressions and residual-based tests for cointegration when regressors are cointegrated

✍ Scribed by In Choi

• Publisher: Elsevier Science
• Year: 1994
• Tongue: English
• Weight: 444 KB
• Volume: 60
• Category: Article
• ISSN: 0304-4076
• DOI: 10.1016/0304-4076(94)90049-3