Low-frequency robust cointegration testing (Q2439861)

From MaRDI portal
Revision as of 23:29, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Low-frequency robust cointegration testing
scientific article

    Statements

    title
    Low-frequency robust cointegration testing (English)
    0 references
    author
    Ulrich K. Müller
    0 references
    Mark W. Watson
    0 references
    publication date
    18 March 2014
    0 references
    zbMATH Keywords
    stochastic trends
    0 references
    persistence
    0 references
    size distortion
    0 references
    interest rates
    0 references
    term spread
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M07
    0 references
    62M10
    0 references
    91B84
    0 references
    zbMATH DE Number
    6270851
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2439861&oldid=15106076"
    Powered by MediaWiki