Test for cointegration based on two-stage least squares (Q3592025)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Test for cointegration based on two-stage least squares
scientific article

    Statements

    Test for cointegration based on two-stage least squares (English)
    0 references
    0 references
    11 September 2007
    0 references
    single-equation approach
    0 references
    residual-based test
    0 references
    two-stage least squares
    0 references
    Monte Carlo
    0 references

    Identifiers