Testing for cointegration: power versus frequency of observation — further Monte Carlo results

✍ Scribed by Jesus Otero; Jeremy Smith

• Book ID: 117333650
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 37 KB
• Volume: 67
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/s0165-1765(99)00245-1