A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models
(2002) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387340
- author
- Hjelm, Göran LU and Johansson, Martin W LU
- organization
- publishing date
- 2002
- type
- Working paper/Preprint
- 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}}, keywords = {{Cointegration; Deterministic components; Monte Carlo Simulation}}, 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}}, }