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

Faik BİLGİLİ

Dergi

Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi

Sayı

1998 · Sayı: 13

Sayfa

131–141

DOI

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