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://jda-test.zbw.eu/dataset/0d587637-ba5d-4f44-a211-880c96e28c32/resource/a58b283c-a219-4da7-b47d-a72934243794/download/readme.ghl.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
