On the robustness of cointegration tests when series are fractionally intergrated (Q4463296)
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scientific article; zbMATH DE number 2069365
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| English | On the robustness of cointegration tests when series are fractionally intergrated |
scientific article; zbMATH DE number 2069365 |
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On the robustness of cointegration tests when series are fractionally intergrated (English)
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27 May 2004
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0.8362476825714111
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0.7896712422370911
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0.7827770709991455
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0.7762446999549866
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0.774438738822937
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