EFFICIENT DETRENDING IN COINTEGRATING REGRESSION (Q4512737)
From MaRDI portal
scientific article; zbMATH DE number 1525747
Language | Label | Description | Also known as |
---|---|---|---|
English | EFFICIENT DETRENDING IN COINTEGRATING REGRESSION |
scientific article; zbMATH DE number 1525747 |
Statements
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION (English)
0 references
23 May 2002
0 references
unit roots test
0 references
Monte Carlo
0 references