Testing for cointegration: Power versus frequency of observation -- another view
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 49 (1995)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/locate/ecolet
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- Marcus J. Chambers, 2001.
"Cointegration and Sampling Frequency,"
Economics Discussion Papers
531, University of Essex, Department of Economics.
- Tilak Abeysinghe & Gulasekaran Rajaguru, 2003.
"Temporal Aggregation, Causality Distortions, and a Sign Rule,"
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wp0406, National University of Singapore, Department of Economics.
- Tilak Abeysinghe & Gulasekaran Rajaguru, 2004. "Temporal aggregation, causality distortions and a sign rule," Econometric Society 2004 Australasian Meetings 73, Econometric Society.
- James Payne, 2003. "Post stabilization estimates of money demand in Croatia: error correction model using the bounds testing approach," Applied Economics, Taylor and Francis Journals, vol. 35(16), pages 1723-1727.
- Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor and Francis Journals, vol. 37(20), pages 2335-2347.
- Gabriel Pons Rotger, 2000. "Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions," Econometric Society World Congress 2000 Contributed Papers 1317, Econometric Society.
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