Testing for cointegration at any frequency using spectral methods (Q3598296)
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scientific article; zbMATH DE number 5501095
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| English | Testing for cointegration at any frequency using spectral methods |
scientific article; zbMATH DE number 5501095 |
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Testing for cointegration at any frequency using spectral methods (English)
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3 February 2009
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cointegration
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seasonal unit roots
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bounds tests
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multivariate frequency-domain analysis
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0.8692607879638672
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0.8677665591239929
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0.8361349105834961
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0.8339110612869263
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0.8225362300872803
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