Testing for cointegration: Power versus frequency of observation--another view (Q672559)
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scientific article; zbMATH DE number 985068
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Testing for cointegration: Power versus frequency of observation--another view |
scientific article; zbMATH DE number 985068 |
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Testing for cointegration: Power versus frequency of observation--another view (English)
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28 February 1997
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Monte Carlo
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Data span
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Power
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Cointegration
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0.9108263254165648
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0.7911226749420166
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0.7864733338356018
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0.7772348523139954
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0.7729213833808899
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