Asymptotic Properties of Residual Based Tests for Cointegration (Q3359623): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q61699818, #quickstatements; #temporary_batch_1711094041063 |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2110002822 / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q61699818 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 13:51, 22 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Properties of Residual Based Tests for Cointegration |
scientific article |
Statements
Asymptotic Properties of Residual Based Tests for Cointegration (English)
0 references
1990
0 references
asymptotically similar tests
0 references
conceptual pitfalls
0 references
residual based procedures
0 references
Renyi-mixing
0 references
residual based tests for cointegration
0 references
time series
0 references
augmented Dickey-Fuller test
0 references
unit root tests
0 references
cointegrating regression
0 references
limiting distributions
0 references
standard Brownian motion
0 references
Power properties
0 references
asymptotic equivalence
0 references
consistency
0 references
rates of divergence
0 references
