Point optimal tests of the null hypothesis of cointegration (Q261891)
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scientific article; zbMATH DE number 6560400
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| English | Point optimal tests of the null hypothesis of cointegration |
scientific article; zbMATH DE number 6560400 |
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Point optimal tests of the null hypothesis of cointegration (English)
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24 March 2016
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cointegration
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local asymptotic power
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point optimal test
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power envelope
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0.91209507
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0.9035431
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0.9001907
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0.89578336
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0.8943007
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0.89014876
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0.8880333
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0.8879809
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