Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
type: Item
instance of: scholarly article
title: Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
zbMATH Open document ID: 0945.91050
DOI: 10.1016/S0165-1765(99)00245-1
author: Jesus Otero
author: Jeremy Smith
published in: Economics Letters
publication date: 2000-06-04T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1454170
zbMATH Keywords: Monte Carlo
zbMATH Keywords: span
zbMATH Keywords: power
zbMATH Keywords: cointegration
MaRDI profile type: Publication
cites work: Statistical analysis of cointegration vectors
cites work: Testing for cointegration: Power versus frequency of observation--another view
cites work: Testing for unit roots in flow data sampled at different frequencies
cites work: Temporal aggregation and the power of tests for a unit root
cites work: Testing the random walk hypothesis: power versus frequency of observation
cites work: Testing for Common Trends
description: scientific article; zbMATH DE number 1454170