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Co-integration test Archive
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Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation
Posted on September 20, 2017 | No CommentsOsabuohien-Irabor Osarumwense (osabuohienosa@aauekpoma.edu.ng) Ambrose Alli University (A.A.U), Ekpoma, Edo, Nigeria Julian I. Mbegbu University of Benin, Benin City, Nigeria Abstract This paper investigates the finite sample performance of power and […]