Residual-based test for fractional cointegration (Q498750)
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scientific article; zbMATH DE number 6486667
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Residual-based test for fractional cointegration |
scientific article; zbMATH DE number 6486667 |
Statements
Residual-based test for fractional cointegration (English)
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29 September 2015
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fractional cointegration
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asymptotic normal
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residual-based test
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Monte Carlo experiment
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0.8761204481124878
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0.8446404933929443
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0.8374173641204834
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0.8251018524169922
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