Reconsidering cointegration in international finance
Subtitle: three case studies of size distortion in finite samples
By: Marie-Josée Godbout and Simon van Norden.
Contributors: Van Norden, Simon.; Bank of Canada.
Series: Working paper -- 97-1; Working paper (Bank of Canada) -- 97-1.
Publisher: Bank of Canada
Published: 1997
Place of publication: Ottawa
Language: eng
Number of pages: 27