Empirical size distortions of residual based tests for cointegration under aggregation over time (temporal aggregation, systematic sampling and mixed aggregation) : a Monte Carlo investigation
Nlandu Mamingi
| Year of publication: |
2021
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|---|---|
| Authors: | Mamingi, Nlandu |
| Published in: |
Asian African journal of economics and econometrics. - New Delhi : Serials Publ., ISSN 0972-3986, ZDB-ID 2471806-3. - Vol. 21.2021, 2, p. 143-156
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| Subject: | Aggregation | Monte-Carlo-Simulation | Monte Carlo simulation | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013463572