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Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study

Eriksson, Åsa LU (2004) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
Cointegration, Structural hypothesis, Monte Carlo Simulation
in
Working Papers, Department of Economics, Lund University
issue
29
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
cc362819-5be1-400c-bdd3-f4a73b1d4a24 (old id 1387394)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2004_029.htm
date added to LUP
2009-04-20 12:27:25
date last changed
2016-04-16 08:55:51
@misc{cc362819-5be1-400c-bdd3-f4a73b1d4a24,
  author       = {Eriksson, Åsa},
  keyword      = {Cointegration,Structural hypothesis,Monte Carlo Simulation},
  language     = {eng},
  note         = {Working Paper},
  number       = {29},
  publisher    = {Department of Economics, Lund Universtiy},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study},
  year         = {2004},
}