Analytical evaluation of the power of tests for the absence of cointegration
Elena Pesavento
| Year of publication: |
2004
|
|---|---|
| Authors: | Pesavento, Elena |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 122.2004, 2, p. 349-384
|
| Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002173152