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A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models

Hjelm, Göran LU and Johansson, Martin W LU (2002) In Working Papers, Department of Economics, Lund University
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author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
Cointegration, Deterministic components, Monte Carlo Simulation
in
Working Papers, Department of Economics, Lund University
issue
3
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
827b7a57-8b39-4acc-90d5-404a84f7252a (old id 1387340)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2002_003.htm
date added to LUP
2009-04-20 12:27:25
date last changed
2016-04-16 07:14:12
@misc{827b7a57-8b39-4acc-90d5-404a84f7252a,
  author       = {Hjelm, Göran and Johansson, Martin W},
  keyword      = {Cointegration,Deterministic components,Monte Carlo Simulation},
  language     = {eng},
  number       = {3},
  publisher    = {ARRAY(0xa192888)},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models},
  year         = {2002},
}