Open AccessThe Power of Cointegration Tests
Author(s) -
Juan J. Dolado,
Neil R. Ericsson,
Jeroen J. M. Kremers
Publication year - 1992
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1992.431
Subject(s) - cointegration , statistic , monte carlo method , test statistic , econometrics , statistics , contrast (vision) , mathematics , augmented dickey–fuller test , statistical hypothesis testing , computer science , artificial intelligence