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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
Please use this url to cite or link to this publication:
author
and
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 University
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
2016-04-04 09:55:34
date last changed
2018-11-21 20:55:43
@misc{827b7a57-8b39-4acc-90d5-404a84f7252a,
  author       = {Hjelm, Göran and Johansson, Martin W},
  language     = {eng},
  note         = {Working Paper},
  number       = {3},
  publisher    = {Department of Economics, Lund University},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models},
  url          = {http://swopec.hhs.se/lunewp/abs/lunewp2002_003.htm},
  year         = {2002},
}