✦ LIBER ✦

Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study

✍ Scribed by Alfred A. Haug

Book ID: 108554516
Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 104 KB
Volume: 64
Category: Article
ISSN: 0140-5543
DOI: 10.1111/1468-0084.00025

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Residual-Based Tests For Fractional Coin

Residual-Based Tests For Fractional Cointegration: A Monte Carlo Study

✍ Ingolf Dittmann 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 398 KB

Temporal aggregation and the power of te

Temporal aggregation and the power of tests for a unit root

✍ R.G. Pierse; A.J. Snell 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 789 KB

A Monte Carlo evaluation of the power of

A Monte Carlo evaluation of the power of some tests for heteroscedasticity

✍ W.E. Griffiths; K. Surekha 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 741 KB

Testing normality of regression disturba

Testing normality of regression disturbances: A Monte Carlo study of the Filleben test

✍ Roger C. Pfaffenberger; Terry E. Dielman 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 881 KB

The sizes and powers of some stochastic

The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions

✍ Hooi-Hooi Lean; Wing-Keung Wong; Xibin Zhang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 584 KB

A Monte Carlo Study of Some Censored Dat

A Monte Carlo Study of Some Censored Data Wilcoxon Rank Tests

✍ Marie-Louise Öhman 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 695 KB

## Abstract The variance estimators usually applied for the generalized censored data Wilcoxon rank tests by Gehan and Peto & Prentice, are heavily biased in unbalanced problems. This paper reports the results of a Monte Carlo simulation study, where jackknifing is used to construct estimators of v