Dimensionality effect in cointegration tests
Gonzalo, J. and Pitarakis, J. (1999) Dimensionality effect in cointegration tests. In, Engle, Robert F. and White, Halbert (eds.) Cointegration, Causality, and Forecasting: a Festschrift in Honour of C.W.J. Granger. Oxford, UK, Oxford University Press.
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| Item Type: | Book Section |
|---|---|
| ISBNs: | 9780198296836 (hardback) |
| Related URLs: | |
| Subjects: | H Social Sciences > HA Statistics |
| Divisions: | University Structure - Pre August 2011 > School of Social Sciences > Economics |
| Item ID: | 33368 |
| Date Deposited: | 21 Dec 2007 |
| Last Modified: | 02 Mar 2012 12:47 |
| Contributors: | Gonzalo, J. (Author) Pitarakis, J. (Author) Engle, Robert F. (Editor) White, Halbert (Editor) |
| Date: | 7 October 1999 |
| Status: | Published |
| Publisher: | Oxford University Press |
| URI: | http://eprints.soton.ac.uk/id/eprint/33368 |
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