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Testing for cointegration: Power versus frequency of observation -- another view

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Author Info
Lahiri, Kajal
Mamingi, Nlandu

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File URL: http://www.sciencedirect.com/science/article/B6V84-3YVCYT2-1C/2/995a7ca254ce1844fc429254db84d4b1
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 49 (1995)
Issue (Month): 2 (August)
Pages: 121-124
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Handle: RePEc:eee:ecolet:v:49:y:1995:i:2:p:121-124

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  1. Marcus J. Chambers, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 531, University of Essex, Department of Economics. [Downloadable!]
  2. Gabriel Pons Rotger, 2000. "Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions," Econometric Society World Congress 2000 Contributed Papers 1317, Econometric Society. [Downloadable!]
  3. James E. 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, November. [Downloadable!] (restricted)
  4. Tilak Abeysinghe & Gulasekaran Rajaguru, 2003. "Temporal Aggregation, Causality Distortions, and a Sign Rule," Departmental Working Papers wp0406, National University of Singapore, Department of Economics. [Downloadable!]
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  5. Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor and Francis Journals, vol. 37(20), pages 2335-2347, November. [Downloadable!] (restricted)
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This page was last updated on 2009-12-12.


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