The power of cointegration tests versus data frequency and time spans
Year of publication: |
2001
|
---|---|
Authors: | Zhou, Su |
Published in: |
Southern economic journal. - Hoboken, NJ : Wiley Subscription Services, Inc., ISSN 0038-4038, ZDB-ID 219272-X. - Vol. 67.2001, 4, p. 906-921
|
Subject: | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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