Open AccessDistributions of Error Correction Tests for Cointegration
Author(s) -
Neil R. Ericsson,
James G. MacKin
Publication year - 1999
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1999.655
Subject(s) - quantile , cointegration , statistic , monte carlo method , sample (material) , statistics , sample size determination , mathematics , standard error , computer science , econometrics , physics , thermodynamics