Testing for cointegration: Power versus frequency of observation - Further Monte Carlo results

Economics Letters

Volumn 67, Issue 1, 2000, Pages 5-9

  Otero, Jesus ^a   Smith, Jeremy ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

C15; C22; Cointegration; Monte Carlo; Power; Span

Indexed keywords

EID: 0034380840     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00245-1     Document Type: Article

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