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- W3123451915 abstract "In this paper, we investigate through Monte Carlo simu- lations the behavior of the codependence testing procedure (GOURIEROUX et PEAUCELLE (1989)) in small samples and in various usual statistical situa- tions. Our results suggest that, except for the pure MA(q) case, important power losses may occur. The simulation results are illustrated by an analy- sis of OKUN's law conducted for the main OECD countries. Tester la Codependance : aspects inferentiels et applica- tions" @default.
- W3123451915 created "2021-02-01" @default.
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- W3123451915 date "1999-01-01" @default.
- W3123451915 modified "2023-09-27" @default.
- W3123451915 title "Inference in codependence: some Monte Carlo results and applications" @default.
- W3123451915 hasPublicationYear "1999" @default.
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