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Monte Carlo Evidence on Cointegration and Causation
Home
Publications
Monte Carlo Evidence on Cointegration and Causation
Monte Carlo Evidence on Cointegration and Causation
HZ
Hector O. Zapata
Hector O. Zapata
Alicia N. Rambaldi
Alicia N. Rambaldi
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1 May 1997
journal article
Published by
Wiley
in
Oxford Bulletin of Economics and Statistics
Vol. 59
(2)
,
285-298
https://doi.org/10.1111/1468-0084.00065
Abstract
No abstract available
Keywords
MODELS
WALD TEST
SMALL SAMPLE
COINTEGRATION
CAUSALITY
MWALD
SAMPLES
Cited by 279 articles