Low-frequency robust cointegration testing (Q2439861)
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scientific article; zbMATH DE number 6270851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low-frequency robust cointegration testing |
scientific article; zbMATH DE number 6270851 |
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Low-frequency robust cointegration testing (English)
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18 March 2014
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stochastic trends
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persistence
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size distortion
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interest rates
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term spread
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0.8748324
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0.87332547
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0.8731901
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0.8720986
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