The comparison of performances of widely used cointegration tests (Q2816740)
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scientific article; zbMATH DE number 6619286
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| English | The comparison of performances of widely used cointegration tests |
scientific article; zbMATH DE number 6619286 |
Statements
The Comparison of Performances of Widely Used Cointegration Tests (English)
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25 August 2016
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cointegration analysis
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generating time series
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widely cointegration tests
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0.8149240612983704
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0.8149240612983704
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0.8054957389831543
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0.7996239066123962
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0.7988178133964539
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