Residual-Based Tests For Fractional Cointegration: A Monte Carlo Study (Q2740042)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual-Based Tests For Fractional Cointegration: A Monte Carlo Study |
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Residual-Based Tests For Fractional Cointegration: A Monte Carlo Study (English)
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16 September 2001
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Geweke-Porter-Hudak test
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modified rescaled range test
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Phillips-Perron test
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augmented Dickey-Fuller test
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Lobato-Robinson LM-test
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