Durbin-Hausman tests for cointegration (Q5894580)
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scientific article; zbMATH DE number 983596
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| English | Durbin-Hausman tests for cointegration |
scientific article; zbMATH DE number 983596 |
Statements
Durbin-Hausman tests for cointegration (English)
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27 February 1997
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Cointegration
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Durbin-Hausman tests
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Residual-based tests
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0.999884843826294
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0.8396726846694946
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0.8209565281867981
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0.8184260725975037
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0.8158991932868958
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