Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494)
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scientific article; zbMATH DE number 5220231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residuals‐based tests for the null of no‐cointegration: an Analytical comparison |
scientific article; zbMATH DE number 5220231 |
Statements
Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (English)
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16 December 2007
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augmented Dickey-Fuller test
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Sagan-Bhagava test
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long-run correlation
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