Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study
(2004) 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/1387394
- author
- Eriksson, Åsa LU
- organization
- publishing date
- 2004
- type
- Working paper/Preprint
- 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 University
- language
- English
- LU publication?
- yes
- id
- cc362819-5be1-400c-bdd3-f4a73b1d4a24 (old id 1387394)
- date added to LUP
- 2016-04-04 11:12:43
- date last changed
- 2024-09-17 16:35:21
@misc{cc362819-5be1-400c-bdd3-f4a73b1d4a24, author = {{Eriksson, Åsa}}, keywords = {{Cointegration; Structural hypothesis; Monte Carlo Simulation}}, language = {{eng}}, note = {{Working Paper}}, number = {{29}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers, Department of Economics, Lund University}}, title = {{Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study}}, url = {{https://lup.lub.lu.se/search/files/195339751/WP04_29.pdf}}, year = {{2004}}, }