Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (Q1978317)
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scientific article; zbMATH DE number 1454170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for cointegration: power versus frequency of observation -- further Monte Carlo results |
scientific article; zbMATH DE number 1454170 |
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Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (English)
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4 June 2000
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Monte Carlo
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span
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power
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cointegration
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