Pages that link to "Item:Q1978317"
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The following pages link to Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (Q1978317):
Displaying 7 items.
- Testing for cointegration: Power versus frequency of observation--another view (Q672559) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- Implementing residual-based KPSS tests for cointegration with data subject to temporal aggregation and mixed sampling frequencies (Q2830681) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
- A weighted symmetric cointegration test (Q3518408) (← links)