More powerful Engle-Granger cointegration tests (Q5222271)
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scientific article; zbMATH DE number 7184562
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| English | More powerful Engle-Granger cointegration tests |
scientific article; zbMATH DE number 7184562 |
Statements
More powerful Engle–Granger cointegration tests (English)
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1 April 2020
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cointegration
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Engle-Granger test
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0.8180266618728638
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0.8142783641815186
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0.8125160336494446
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0.802524983882904
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0.8000193238258362
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