readme.ghl.txt
Creators:
Allan W. Gregory
;
Alfred A. Haug
;
Nicoletta Lomuto
From the dataset abstract
This paper illustrates that, under the null hypothesis of no cointegration, the correlation of p-values from a single-equation residual-based test (i.e., ADF or ) with a system-based test...
Source: Mixed signals among tests for cointegration (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/591a9bc9-7af8-45ce-bdc2-157173c4d5bf/resource/b5862759-c119-425e-9b2f-c9b539e77c0d/download/readme.ghl.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
