Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (Q1978317)
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scientific article; zbMATH DE number 1454170
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| English | Testing for cointegration: power versus frequency of observation -- further Monte Carlo results |
scientific article; zbMATH DE number 1454170 |
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Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (English)
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4 June 2000
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Monte Carlo
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span
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power
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cointegration
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0.9108263254165648
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0.7992662787437439
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0.7967720627784729
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0.7918455600738525
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