Most stringent test of null of cointegration: a Monte Carlo comparison (Q5082952)
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scientific article; zbMATH DE number 7545849
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| English | Most stringent test of null of cointegration: a Monte Carlo comparison |
scientific article; zbMATH DE number 7545849 |
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Most stringent test of null of cointegration: a Monte Carlo comparison (English)
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21 June 2022
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comparison
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cointegration tests
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power
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size
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stringency
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0.8417554497718811
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0.7974857091903687
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0.7753018140792847
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0.7744978666305542
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0.7571543455123901
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