| ID | 332745 |
| Call Number | IMF/WP/07/141 |
| Title Proper | Testing for cointegration using the Johansen methodology when variables are near-integrated. |
| Language | ENG |
| Author | Hjalmarsson, Erik ; Osterholm, Par |
| Publication | WAshington, World Bank, 2007. |
| Description | 19p 27cm |
| Series | IMF Working Paper No.141 |
| Summary / Abstract (Note) | IMF WP/07/141--WP/07/150 |
| Price. Qualification | GIPE Dep |
| Classification Number | IMF |
| Key Words | Cointergration ; Near-unit-roots ; Spurious rejection ; Monte Carlo stimulations |