Diagnostic testing for cointegration (Q291113)
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scientific article; zbMATH DE number 6589669
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Diagnostic testing for cointegration |
scientific article; zbMATH DE number 6589669 |
Statements
Diagnostic testing for cointegration (English)
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6 June 2016
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fractional cointegration
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diagnostic testing
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specification testing
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cointegrating rank
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semiparametric estimation
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0.8505000472068787
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0.8329407572746277
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0.8317081928253174
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0.8305127024650574
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