"Most stringent test of null of cointegration: a Monte Carlo comparison."

Asad ul Islam Khan, Waqar Muhammad Khan, Mehmood Hussan (2022)

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DOI: 10.1080/03610918.2019.1691229

access: closed

type: Journal Article

metadata version: 2022-10-02

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Asad ul Islam Khan, Waqar Muhammad Khan, Mehmood Hussan:
Most stringent test of null of cointegration: a Monte Carlo comparison. Commun. Stat. Simul. Comput. 51(4): 2020-2038 (2022)

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