Temporal aggregation and the power of cointegration tests: A Monte Carlo study

Oxford Bulletin of Economics and Statistics

Volumn 64, Issue 4, 2002, Pages 399-412

  Haug, Alfred A ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18644365972     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00025     Document Type: Article

References (28)

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