Testing for cointegration: Power versus frequency of observation--another view
type: Item
instance of: scholarly article
title: Testing for cointegration: Power versus frequency of observation--another view
zbMATH Open document ID: 0875.90207
DOI: 10.1016/0165-1765(95)00668-6
author: Kajal Lahiri
author: Nlandu Mamingi
published in: Economics Letters
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 985068
zbMATH Keywords: Monte Carlo
zbMATH Keywords: Data span
zbMATH Keywords: Power
zbMATH Keywords: Cointegration
MaRDI profile type: Publication
full work available at URL: 0165-1765(95)00668-6
OpenAlex ID: W2094682296
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Testing the random walk hypothesis: power versus frequency of observation
description: scientific article; zbMATH DE number 985068