Joint detection of unit roots and cointegration: data-based simulation (Q883241)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Joint detection of unit roots and cointegration: data-based simulation |
scientific article; zbMATH DE number 5161075
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Joint detection of unit roots and cointegration: data-based simulation |
scientific article; zbMATH DE number 5161075 |
Statements
Joint detection of unit roots and cointegration: data-based simulation (English)
0 references
4 June 2007
0 references
cointegration
0 references
data-based simulation
0 references
information criterion
0 references
model selection
0 references
unit root
0 references
0 references
0 references
0 references
0 references
0.89259046
0 references
0.88782483
0 references
0.8797888
0 references
0.8797565
0 references
0.87954926
0 references
0.8780811
0 references
