Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing (Q4677022)
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scientific article; zbMATH DE number 2169595
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| English | Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing |
scientific article; zbMATH DE number 2169595 |
Statements
Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing (English)
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20 May 2005
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Brownian motion
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score-based tests
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autoregression
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least squares
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maximum likelihood
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0.8235281109809875
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0.8093725442886353
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0.8071743845939636
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0.805512011051178
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