Droge, Bernd; Örsal, Deniz Dilan Karaman - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
autoregressive process of order one is also introduced. By means of a Monte Carlo study the finite sample size and size … means of
a Monte Carlo study the finite sample size and size-adjusted power properties of the test are
investigated. The … Cointegration Test, Likelihood Ratio, Time Trend, Monte Carlo Study.
JEL classification: C33, C12, C15.
1 Introduction
Most …