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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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Published date: 7 October 1999


Local EPrints ID: 33368
ISBN: 9780198296836
PURE UUID: 4e7d5fc6-154a-4613-9095-e80453d043cd

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Date deposited: 21 Dec 2007
Last modified: 17 Jul 2017 15:53

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Author: J. Gonzalo
Author: J. Pitarakis
Editor: Robert F. Engle
Editor: Halbert White

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