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Dimensionality effect in cointegration tests

Dimensionality effect in cointegration tests
Dimensionality effect in cointegration tests
9780198296836
Oxford University Press
Gonzalo, J.
25fd9627-b2f7-41a2-b9f0-c9f8ebdfad16
Pitarakis, J.
ee5519ae-9c0f-4d79-8a3a-c25db105bd51
Engle, Robert F.
White, Halbert
Gonzalo, J.
25fd9627-b2f7-41a2-b9f0-c9f8ebdfad16
Pitarakis, J.
ee5519ae-9c0f-4d79-8a3a-c25db105bd51
Engle, Robert F.
White, Halbert

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.

Record type: Book Section

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Published date: 7 October 1999

Identifiers

Local EPrints ID: 33368
URI: http://eprints.soton.ac.uk/id/eprint/33368
ISBN: 9780198296836
PURE UUID: 4e7d5fc6-154a-4613-9095-e80453d043cd
ORCID for J. Pitarakis: ORCID iD orcid.org/0000-0002-6305-7421

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Date deposited: 21 Dec 2007
Last modified: 23 Jul 2020 00:29

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