Tests for cointegration: a Monte Carlo comparison
By: Alfred A. Haug.
Series: Working paper / York University, Department of Economics -- no. 93-2; Working paper series (York University (Toronto, Ont.). Dept. of Economics) -- no. 93-2.
Publisher: York University, Department of Economics
Published: 1993
Place of publication: Toronto, Ont
Language: eng
Number of pages: 20
Subjects: Econometrics.; Time-series analysis.; Econometric models.
Notes: Includes bibliographical references.