Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
| Year of publication: |
2000
|
|---|---|
| Authors: | Otero, Jesus ; Smith, Jeremy |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 67.2000, 1, p. 5-9
|
| Publisher: |
Elsevier |