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Testing for cointegration : Power versus frequency of observation

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  • Hooker, Mark A.
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    File URL: http://www.sciencedirect.com/science/article/B6V84-45F93B2-51/2/3424f03d6720f0e5186491d0163e540d
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    Bibliographic Info

    Article provided by Elsevier in its journal Economics Letters.

    Volume (Year): 41 (1993)
    Issue (Month): 4 ()
    Pages: 359-362

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    Handle: RePEc:eee:ecolet:v:41:y:1993:i:4:p:359-362

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    Web page: http://www.elsevier.com/locate/ecolet

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    Cited by:
    1. Tang, Chor Foon, 2008. "Is inflation always a monetary phenomenon in Malaysia?," MPRA Paper 19778, University Library of Munich, Germany.
    2. Eric Ghysels & J. Isaac Miller, 2014. "On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests," Working Papers 1403, Department of Economics, University of Missouri.
    3. Ghysels, Eric & Miller, J. Isaac, 2013. "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," CEPR Discussion Papers 9654, C.E.P.R. Discussion Papers.
    4. Haug, Alfred A., 1996. "Tests for cointegration a Monte Carlo comparison," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 89-115.
    5. Hooker, Mark A., 2000. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 583-600, August.
    6. Mark A. Hooker, 1997. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Finance and Economics Discussion Series 1997-49, Board of Governors of the Federal Reserve System (U.S.).

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