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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Published date: 7 October 1999
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Local EPrints ID: 33368
URI: http://eprints.soton.ac.uk/id/eprint/33368
ISBN: 9780198296836
PURE UUID: 4e7d5fc6-154a-4613-9095-e80453d043cd
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Date deposited: 21 Dec 2007
Last modified: 13 Sep 2024 01:39
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Contributors
Author:
J. Gonzalo
Editor:
Robert F. Engle
Editor:
Halbert White
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