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Testing for cointegration: power versus frequency of observation — further Monte Carlo results
| dc.creator | Otero Cardona, Jesús Gilberto | |
| dc.creator | Smith, Jeremy | spa |
| dc.date.accessioned | 2020-08-19T14:40:49Z | |
| dc.date.available | 2020-08-19T14:40:49Z | |
| dc.date.created | 2000-04 | spa |
| dc.description | Este artículo estudia los efectos de aumentar la frecuencia de observación y el intervalo de datos en las pruebas de cointegración de Johansen. La capacidad de las pruebas para detectar la cointegración depende más de la longitud total de la muestra que del número de observaciones. | spa |
| dc.description.abstract | This paper studies the effects of increasing the frequency of observation and the data span on the Johansen cointegration tests. The ability of the tests to detect cointegration depends more on the total sample length than the number of observations. | spa |
| dc.format.mimetype | application/pdf | |
| dc.identifier.doi | https://doi.org/10.1016/S0165-1765(99)00245-1 | |
| dc.identifier.issn | ISSN: 0165-1765 | |
| dc.identifier.uri | https://repository.urosario.edu.co/handle/10336/27035 | |
| dc.language.iso | eng | spa |
| dc.publisher | Elsevier | spa |
| dc.relation.citationEndPage | 9 | |
| dc.relation.citationIssue | No. 1 | |
| dc.relation.citationStartPage | 5 | |
| dc.relation.citationTitle | Economics Letters | |
| dc.relation.citationVolume | Vol. 67 | |
| dc.relation.ispartof | Economics Letters, ISSN: 0165-1765, Vol.67, No.1 (2000); pp. 5-9 | spa |
| dc.relation.uri | https://www.sciencedirect.com/science/article/abs/pii/S0165176599002451 | spa |
| dc.rights.accesRights | info:eu-repo/semantics/restrictedAccess | |
| dc.rights.acceso | Restringido (Acceso a grupos específicos) | spa |
| dc.source | Economics Letters | spa |
| dc.source.instname | instname:Universidad del Rosario | |
| dc.source.reponame | reponame:Repositorio Institucional EdocUR | |
| dc.subject | Monte Carlo | spa |
| dc.subject | Lapso | spa |
| dc.subject | Poder | spa |
| dc.subject | Cointegración | spa |
| dc.subject.keyword | Monte Carlo | spa |
| dc.subject.keyword | Lapso | spa |
| dc.subject.keyword | Power | spa |
| dc.subject.keyword | Cointegration | spa |
| dc.title | Testing for cointegration: power versus frequency of observation — further Monte Carlo results | spa |
| dc.title.TranslatedTitle | Pruebas de cointegración: potencia versus frecuencia de observación - más resultados de Monte Carlo | spa |
| dc.type | article | eng |
| dc.type.hasVersion | info:eu-repo/semantics/publishedVersion | |
| dc.type.spa | Artículo | spa |
