On the robustness of cointegration tests when series are fractionally intergrated (Q4485103)
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scientific article; zbMATH DE number 1455507
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| English | On the robustness of cointegration tests when series are fractionally intergrated |
scientific article; zbMATH DE number 1455507 |
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On the robustness of cointegration tests when series are fractionally intergrated (English)
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20 November 2000
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MCMC sampling
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simulations
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forecasting
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0.9270648956298828
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0.8595744967460632
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0.8593091368675232
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