Open AccessThe Power of Cointegration Tests
Author(s) -
Jeroen Kremers,
Neil R. Ericsson,
Juan J. Dolado
Publication year - 1992
Publication title -
international finance discussion paper
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
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom