On Monte Carlo estimation of relative power (Q4551783)
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scientific article; zbMATH DE number 1791821
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On Monte Carlo estimation of relative power |
scientific article; zbMATH DE number 1791821 |
Statements
On Monte Carlo estimation of relative power (English)
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28 August 2002
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local power
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cointegration
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likelihood ratio
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Monte Carlo estimators
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unit root tests
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0.8009369373321533
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0.7947106957435608
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0.7663462162017822
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0.76309734582901
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