booststrapped johansen tests for cointegration relationships: a graphical analysis
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This article was downloaded by: [Northeastern University]On: 18 November 2014, At: 19:53Publisher: Taylor & FrancisInforma Ltd Registered in England and Wales Registered Number:1072954 Registered office: Mortimer House, 37-41 Mortimer Street,London W1T 3JH, UK
Journal of StatisticalComputation and SimulationPublication details, including instructions forauthors and subscription information:http://www.tandfonline.com/loi/gscs20
Booststrapped johansentests for cointegrationrelationships: a graphicalanalysisPanagiotis Mantalos a & Ghazi Shukur ba Department of Statistics , Lund University ,P.O. Box 743, Lund, S-22007, Swedenb department of Statistics , Göteborg University ,P.O. Box 660, Göteborg, S-40530, SwedenPublished online: 20 Mar 2007.
To cite this article: Panagiotis Mantalos & Ghazi Shukur (2001) Booststrappedjohansen tests for cointegration relationships: a graphical analysis,Journal of Statistical Computation and Simulation, 68:4, 351-371, DOI:10.1080/00949650108812075
To link to this article: http://dx.doi.org/10.1080/00949650108812075
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