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Investment dynamics with fixed capital adjustment cost and capital market imperfections
Bayer, Christian - In: Journal of monetary economics 53 (2006) 8, pp. 1909-1947
Persistent link: https://www.econbiz.de/10003394387
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Is double trouble? : how to combine cointegration tests
Bayer, Christian (contributor); Hanck, Christoph (contributor) - 2008
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10003725800
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Is double trouble? : how to combine cointegration tests
Bayer, Christian; Hanck, Christoph - 2008
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10003835921
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Is double trouble? How to combine cointegration tests
Bayer, Christian; Hanck, Christoph - 2008
Persistent link: https://www.econbiz.de/10003809042
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Combining non-cointegration tests
Bayer, Christian; Hanck, Christoph - 2009
Persistent link: https://www.econbiz.de/10003937365
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Is double trouble? How to combine cointegration tests
Bayer, Christian; Hanck, Christoph - 2008
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10010300692
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Is Double Trouble? – How to Combine Cointegration Tests
Bayer, Christian; Hanck, Christoph - 2008
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10010264719
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Is Double Trouble? How to Combine Cointegration Tests
Bayer, Christian - 2008
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10012724343
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Is double trouble? How to combine cointegration tests
Bayer, Christian; Hanck, Christoph - Institut für Wirtschafts- und Sozialstatistik, … - 2008
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10009216329
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Is Double Trouble? – How to Combine Cointegration Tests
Bayer, Christian; Hanck, Christoph - Rheinisch-Westfälisches Institut für … - 2008
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test.To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10005548374