مرکز منطقه ای اطلاع رساني علوم و فناوري - A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models

Title of article :

A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models

Author/Authors :

G?ran Hjelm، نويسنده , , Martin W. Johansson، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

691

To page :

703

Keywords :

cointegration , Panutla principle , Deterministic components , Monte Carlo simulation

Journal title :

Journal of Macroeconomics

Serial Year :

2005

Journal title :

Journal of Macroeconomics

Record number :

235230

Link To Document :