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Most stringent test of null of cointegration: a Monte Carlo comparison - MaRDI portal

Most stringent test of null of cointegration: a Monte Carlo comparison (Q5082952)

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scientific article; zbMATH DE number 7545849
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English
Most stringent test of null of cointegration: a Monte Carlo comparison
scientific article; zbMATH DE number 7545849

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    Most stringent test of null of cointegration: a Monte Carlo comparison (English)
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    21 June 2022
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    comparison
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    cointegration tests
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    power
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    size
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    stringency
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