Inference on the cointegration rank in fractionally integrated processes. (Q1858968)
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scientific article; zbMATH DE number 1869222
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| English | Inference on the cointegration rank in fractionally integrated processes. |
scientific article; zbMATH DE number 1869222 |
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Inference on the cointegration rank in fractionally integrated processes. (English)
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17 February 2003
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long memory
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LM test
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cointegrated systems
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0.8555841445922852
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0.8505000472068787
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0.842402458190918
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0.838300883769989
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0.8368932008743286
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