EFFICIENT DETRENDING IN COINTEGRATING REGRESSION (Q4512737)
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scientific article; zbMATH DE number 1525747
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | EFFICIENT DETRENDING IN COINTEGRATING REGRESSION |
scientific article; zbMATH DE number 1525747 |
Statements
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION (English)
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23 May 2002
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unit roots test
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Monte Carlo
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0.8638608455657959
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0.7948700189590454
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0.7851438522338867
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0.7786489725112915
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0.7786489725112915
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