Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies

✍ Scribed by Hjalmarsson, Erik (author);Österholm, Pär (author)

• Publisher: Springer-Verlag
• Year: 2009
• Tongue: English
• Weight: 567 KB
• Volume: 39
• Category: Article
• ISSN: 0377-7332
• DOI: 10.1007/s00181-009-0294-6