Showing 1 - 10 of 473
Persistent link: https://www.econbiz.de/10003822632
Persistent link: https://www.econbiz.de/10003891648
Persistent link: https://www.econbiz.de/10003762301
Persistent link: https://www.econbiz.de/10003780971
Persistent link: https://www.econbiz.de/10003516391
Persistent link: https://www.econbiz.de/10003394387
Persistent link: https://www.econbiz.de/10001725712
Persistent link: https://www.econbiz.de/10014564272
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10003725800
This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...
Persistent link: https://www.econbiz.de/10003835921