Title of article :
A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited
Author/Authors :
Moore، نويسنده , , Michael J.; Copeland، نويسنده , , Laurence S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
This paper tries to clarify the issues involved in comparing the use of 10hansen-luselius and Phillips-Hansen
Keywords :
Cointegration , Forward market , maximum likelihood , Exchange rates , Efficiency
Journal title :
Economics Letters
Journal title :
Economics Letters
