Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/1489Registo completo
| Campo DC | Valor | Idioma |
|---|---|---|
| dc.contributor.author | Gabriel, Vasco J. | - |
| dc.date.accessioned | 2005-05-09T13:54:41Z | - |
| dc.date.available | 2005-05-09T13:54:41Z | - |
| dc.date.issued | 2003-01 | - |
| dc.identifier.citation | "Economics Letters". ISSN 0165-1765. 78 (2003) 17-25. | eng |
| dc.identifier.issn | 0165-1765 | - |
| dc.identifier.uri | https://hdl.handle.net/1822/1489 | - |
| dc.description.abstract | In this paper, the discussion concerning the joint use of unit root and stationarity tests 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 approach. | eng |
| dc.language.iso | eng | eng |
| dc.publisher | Elsevier Science | eng |
| dc.rights | openAccess | eng |
| dc.subject | Cointegration | eng |
| dc.subject | Joint confirmation hypothesis | eng |
| dc.subject | Monte Carlo simulations | eng |
| dc.subject | Joint confirmation hypotheses | por |
| dc.title | Cointegration and the joint confirmation hypothesis | eng |
| dc.type | article | eng |
| dc.peerreviewed | yes | eng |
| oaire.citationStartPage | 17 | por |
| oaire.citationEndPage | 25 | por |
| oaire.citationIssue | 1 | por |
| oaire.citationVolume | 78 | por |
| dc.identifier.doi | 10.1016/S0165-1765(02)00173-8 | por |
| dc.subject.wos | Social Sciences | por |
| sdum.journal | Economics Letters | por |
| Aparece nas coleções: | NIPE - Artigos em Revistas de Circulação Internacional com Arbitragem Científica | |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| vasco-el21.pdf | 57,9 kB | Adobe PDF | Ver/Abrir |
