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Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In - In: Economics letters 40 (1992) 4, pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
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Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In - In: Economics letters 40 (1992) 2, pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
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Sampling frequency and the power of tests for a unit root : a simulation study
Choi, In - In: Economics letters 49 (1995) 2, pp. 131-136
Persistent link: https://www.econbiz.de/10001188278
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A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
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Power of the Lagrange multiplier test for testing an autoregressive unit root
Luukkonen, Ritva - In: Economics letters 51 (1996) 1, pp. 27-35
Persistent link: https://www.econbiz.de/10001199690
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Why it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - In: Economics letters 92 (2006) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003336529
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Sampling frequency and the power of tests for a unit root: A simulation study
Choi, I.; Chung, B.S. - In: Economics letters 49 (1995) 2, pp. 131-136
Persistent link: https://www.econbiz.de/10006798222
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A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10006785922
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Why is it so difficult to uncover the risk–return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - In: Economics letters 92 (2006) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10007264702