Monte Carlo tests of cointegration in a bivariate normal...

Applied Financial Economics 2000 / 02 Vol. 10; Iss. 1

Monte Carlo tests of cointegration in a bivariate normal common factor system

Ostermark, Ralf
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Volume:
10
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/096031000331950
Date:
February, 2000
File:
PDF, 317 KB
english, 2000
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