Size and power of the likelihood ratio test for seasonal conitegration in small samples : a Monte Carlo study
Year of publication: |
2001
|
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Authors: | Löf, Mårten |
Published in: |
On seasonality and cointegration. - Stockholm : EFI, ISBN 91-7258-556-0. - 2001, p. 71-90
|
Subject: | Saisonale Schwankungen | Seasonal variations | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
Language: | English |
Notes: | Literaturverz. S. 79 - 80 In: On seasonality and cointegration |
Source: | ECONIS - Online Catalogue of the ZBW |
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