The following pages link to Alfred A. Haug (Q1311289):
Displayed 4 items.
- Residual based tests for cointegration. A Monte Carlo study of size distortions (Q1311290) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES (Q4807298) (← links)
- The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)