ghldata.zip
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/0d587637-ba5d-4f44-a211-880c96e28c32/resource/7c9e9b6f-abbd-41d6-9eb1-0da25e289032/download/ghldata.zip |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
