Diagnostic testing for cointegration (Q291113)

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Diagnostic testing for cointegration
scientific article

    Statements

    title
    Diagnostic testing for cointegration (English)
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    publication date
    6 June 2016
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    zbMATH Keywords
    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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    author
    Peter M. Robinson
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G20
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    62P20
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    zbMATH DE Number
    6589669
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