On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors
1995
Files
Details
Title
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors
Issue Date
1995-03
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.273326
Record Identifier
https://ageconsearch.umn.edu/record/273326
Language
English
Total Pages
47
Series Statement
Working Paper No. 922