A Method for Experimental Events that Break Cointegration: Counterfactual Simulation
Year of publication: |
2014-02-07
|
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Authors: | Bell, Peter N |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Quasi-experiment | cointegration | time series | counterfactual | simulation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C63 - Computational Techniques ; C90 - Design of Experiments. General |
Source: |
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