Residual-based test for fractional cointegration (Q498750)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6486667
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Residual-based test for fractional cointegration |
scientific article; zbMATH DE number 6486667 |
Statements
Residual-based test for fractional cointegration (English)
0 references
29 September 2015
0 references
fractional cointegration
0 references
asymptotic normal
0 references
residual-based test
0 references
Monte Carlo experiment
0 references
0.8761204481124878
0 references
0.8446404933929443
0 references
0.8374173641204834
0 references
0.8251018524169922
0 references
