Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study

Åsa Eriksson

Research output: Working paper/PreprintWorking paper

30 Downloads (Pure)
Original languageEnglish
PublisherDepartment of Economics, Lund University
Publication statusPublished - 2004

Publication series

NameWorking Papers, Department of Economics, Lund University
No.29

Subject classification (UKÄ)

  • Economics

Free keywords

  • Cointegration
  • Structural hypothesis
  • Monte Carlo Simulation

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