Analytical evaluation of the power of tests for the absence of cointegration (Q899515)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Analytical evaluation of the power of tests for the absence of cointegration |
scientific article |
Statements
Analytical evaluation of the power of tests for the absence of cointegration (English)
0 references
29 December 2015
0 references
cointegration
0 references
error correction
0 references
local asymptotic power
0 references
0 references
0 references
0 references