A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844)
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scientific article; zbMATH DE number 6604087
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Wald test for the cointegration rank in nonstationary fractional systems |
scientific article; zbMATH DE number 6604087 |
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A Wald test for the cointegration rank in nonstationary fractional systems (English)
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18 July 2016
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fractional integration
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fractional error correction model
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singular value decomposition
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cointegration test
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0.8975071
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0.89592826
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0.89415395
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0.8929664
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0.88451624
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0.8833952
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