A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Wald test for the cointegration rank in nonstationary fractional systems |
scientific article |
Statements
A Wald test for the cointegration rank in nonstationary fractional systems (English)
0 references
18 July 2016
0 references
fractional integration
0 references
fractional error correction model
0 references
singular value decomposition
0 references
cointegration test
0 references
0 references
0 references
0 references
0 references
