Open AccessSTATISTICAL ANALYSIS AND TESTING OF COINTEGRATED SYSTEMS
Author(s) -
Olorunsola E. Olowofeso,
Khogali A Khogali,
Olusoga Akin Fasoranbaku
Publication year - 2004
Language(s) - English
Resource type - Journals
ISSN - 1596-6208
DOI - 10.4314/gjmas.v3i1.21346
Subject(s) - cointegration , bivariate analysis , autoregressive model , econometrics , error correction model , statistics , statistical hypothesis testing , mathematics , null hypothesis , test statistic , statistic , monte carlo method