Testing for cointegration: power versus frequency of observation - further Monte Carlo results
Jesus Otero; Jeremy Smith
| Year of publication: |
2000
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|---|---|
| Authors: | Otero, Jesús G. ; Smith, Jeremy |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 67.2000, 1, p. 5-9
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Kointegration | Cointegration | Schätzung | Estimation | Zinsstruktur | Yield curve | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001463489