Comparing cointegrating regression estimators: Some additional Monte Carlo results

Author: Montalvo J.G.

Source: Economics Letters, Volume 48, Number 3, June 1995 , pp. 229-234(6)

Publisher: Elsevier

Keywords: Cointegration; Small sample; Simulation; [JEL classification codes] C15; [JEL classification codes] C22

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/0165-1765(94)00632-C

Affiliations: 1: IVIE and Department of Economics, Universitat Pompeu Fabra, Balmes 132, Barcelona 08008, Spain

Publication date: 1995-06-01

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