On the ranks of tests having null of cointegration: a monte carlo comparison
Nicoleta Isac, Cosmin Dobrin, Mehmood Hussan, Asad Ul Islam Khan, Alina-Andreea Marin
| Year of publication: |
2020
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|---|---|
| Authors: | Isac, Nicoleta ; Dobrin, Cosmin ; Hussan, Mehmood ; Khan, Asad ul Islam ; Marin, Alina-Andreea |
| Published in: |
Management research and practice : MRP. - Bucharest : Acad. of Economic Studies, ISSN 2067-2462, ZDB-ID 2628056-5. - Vol. 12.2020, 2, p. 58-69
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| Subject: | Cointegration Tests | Comparison | Power | Rank Score | Size | Kointegration | Cointegration | Ranking-Verfahren | Ranking method | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10012415157