Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/1437Registo completo
| Campo DC | Valor | Idioma |
|---|---|---|
| dc.contributor.author | Gabriel, Vasco J. | - |
| dc.date.accessioned | 2005-05-05T09:53:02Z | - |
| dc.date.available | 2005-05-05T09:53:02Z | - |
| dc.date.issued | 2001-10 | - |
| dc.identifier.uri | https://hdl.handle.net/1822/1437 | - |
| dc.description.abstract | Recent papers by Charemza and Syczewska (1998) and Carrion, Sansó and Ortuño (2001) focused on the joint use of unit root and stationarity tests. In this paper, the discussion is extended to the case of cointegration. Critical values for testing the joint confirmation hypothesis of no cointegration are computed and a small Monte Carlo experiment evaluates the relative performance of this procedure. | eng |
| dc.language.iso | eng | eng |
| dc.publisher | Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE) | eng |
| dc.relation.ispartofseries | NIPE Working Paper series ; 12 | eng |
| dc.rights | openAccess | eng |
| dc.subject | Cointegration | eng |
| dc.subject | Joint confirmation hypothesis | eng |
| dc.subject | Monte Carlo simulations | eng |
| dc.title | Cointegration and the joint confirmation hypothesis | eng |
| dc.type | workingPaper | eng |
| Aparece nas coleções: | NIPE - Documentos de Trabalho | |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| Jcoint-n.pdf | 289,58 kB | Adobe PDF | Ver/Abrir |
