Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2002
Volume: 64
Issue: 4
Pages: 399-412

Authors (1)

Alfred A. Haug (University of Otago)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:obuest:v:64:y:2002:i:4:p:399-412
Journal Field
General
Author Count
1
Added to Database
2026-01-25