STATIONARITY AND COINTEGRATİON TESTS: COMPARISON OF ENGLE -GRANGER AND JOHANSEN METHODOLOGIES

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Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
Issue:13
STATIONARITY AND COINTEGRATİON TESTS: COMPARISON OF ENGLE -GRANGER AND JOHANSEN METHODOLOGIES

STATIONARITY AND COINTEGRATİON TESTS: COMPARISON OF ENGLE -GRANGER AND JOHANSEN METHODOLOGIES

Authors : Faik BİLGİLİ

Pages : 131-141

View : 48 | Download : 14

Publication Date : 1998-12-31

Article Type : Research Paper

Abstract :
Keywords : STATIONARITY AND COINTEGRATİON TESTS, COMPARISON OF ENGLE GRANGER AND JOHANSEN METHODOLOGIES

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