A CUSUM test for cointegration using regression residuals (Q1867711)
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scientific article; zbMATH DE number 1891699
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A CUSUM test for cointegration using regression residuals |
scientific article; zbMATH DE number 1891699 |
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A CUSUM test for cointegration using regression residuals (English)
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2 April 2003
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bandwidth
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CUSUM test
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fully modified regression
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null of cointegration
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residual based test
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semiparametric method
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0.8802878260612488
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0.8477609157562256
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0.8477606177330017
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0.8396726846694946
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