Cointegration analysis using \(M\) estimators. (Q5941012)
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scientific article; zbMATH DE number 1635167
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| English | Cointegration analysis using \(M\) estimators. |
scientific article; zbMATH DE number 1635167 |
Statements
Cointegration analysis using \(M\) estimators. (English)
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20 August 2001
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Cointegration
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Robust inference
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0.8207515478134155
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0.7901350259780884
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0.7897704839706421
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0.7897021770477295
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0.7897021770477295
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