Test for the null hypothesis of cointegration with reduced size distortion (Q3552834)
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scientific article; zbMATH DE number 5697494
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Test for the null hypothesis of cointegration with reduced size distortion |
scientific article; zbMATH DE number 5697494 |
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Test for the null hypothesis of cointegration with reduced size distortion (English)
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22 April 2010
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cointegration
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locally best test
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point optimal test
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0.8175563812255859
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0.8156955242156982
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0.8156955242156982
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0.8067664504051208
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0.802558958530426
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