Direct cointegration testing in error correction models (Q1341205)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Direct cointegration testing in error correction models |
scientific article |
Statements
Direct cointegration testing in error correction models (English)
0 references
27 March 1995
0 references
two-step estimation
0 references
error correction model
0 references
cointegration
0 references
likelihood ratio
0 references
Lagrange multiplier statistics
0 references
Wald statistic
0 references
linear regression
0 references
ordering
0 references
limiting distributions
0 references
real demand for money
0 references
real GNP
0 references
bond and deposit interest rates
0 references
