A residual based test for the null hypothesis of cointegration. (Q1960368): Difference between revisions
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Revision as of 06:22, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A residual based test for the null hypothesis of cointegration. |
scientific article |
Statements
A residual based test for the null hypothesis of cointegration. (English)
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12 January 2000
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Cointegration
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Fully modified regression
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Integrated processes
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Residual based tests
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Stationarity
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Unit roots
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