On the maximum likelihood cointegration procedure under a fractional equilibrium error (Q1606352)
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scientific article; zbMATH DE number 1770932
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| English | On the maximum likelihood cointegration procedure under a fractional equilibrium error |
scientific article; zbMATH DE number 1770932 |
Statements
On the maximum likelihood cointegration procedure under a fractional equilibrium error (English)
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30 July 2002
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maximum likelihood procedure
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Lagrange multiplier test
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cointegration
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0.8247842788696289
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0.8064972758293152
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0.7969138622283936
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0.7946575880050659
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0.7818372845649719
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