On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests (Q5133506)
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scientific article; zbMATH DE number 7272391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests |
scientific article; zbMATH DE number 7272391 |
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On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests (English)
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10 November 2020
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linear interpolation
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cointegration
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trace test
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residual-based cointegration tests
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