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

Faik BİLGİLİ

Journal

Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi

Issue

1998 · Sayı: 13

Pages

131–141

DOI

—

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