Author/Authors
Lahiri، نويسنده , , Kajal; Mamingi، نويسنده , , Nlandu Mamingi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
4
From page
121
To page
124
Abstract
Contrary to Hookerʹs finding (Economics Letters, 1993, 41, 359–362), Monte Carlo experiments reveal that Shiller and Perronʹs fundamental result (Economics Letters, 1985, 18, 381–386), according to which data span is more important than the number of observations in terms of the power of tests, carries over to the cointegration setting with the ADF test.
Keywords
Monte Carlo: Data יpan: Power: Cointegration
Journal title
Economics Letters
Serial Year
1995
Journal title
Economics Letters
Record number
433971
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