A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A residual-based ADF test for stationary cointegration in I(2) settings |
scientific article |
Statements
A residual-based ADF test for stationary cointegration in I(2) settings (English)
0 references
6 May 2015
0 references
I(2) systems
0 references
stationary cointegration
0 references
multicointegration
0 references
residual-based tests
0 references
0 references
