Diagnostic testing for cointegration (Q291113): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6589669 / rank | |||
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| Property / zbMATH Keywords | |||
fractional cointegration | |||
| Property / zbMATH Keywords: fractional cointegration / rank | |||
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diagnostic testing | |||
| Property / zbMATH Keywords: diagnostic testing / rank | |||
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specification testing | |||
| Property / zbMATH Keywords: specification testing / rank | |||
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cointegrating rank | |||
| Property / zbMATH Keywords: cointegrating rank / rank | |||
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semiparametric estimation | |||
| Property / zbMATH Keywords: semiparametric estimation / rank | |||
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Revision as of 19:48, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic testing for cointegration |
scientific article |
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Diagnostic testing for cointegration (English)
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6 June 2016
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fractional cointegration
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diagnostic testing
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specification testing
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cointegrating rank
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semiparametric estimation
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