Joint detection of unit roots and cointegration: data-based simulation (Q883241)
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scientific article; zbMATH DE number 5161075
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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4 June 2007
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cointegration
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data-based simulation
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information criterion
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model selection
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unit root
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0.89259046
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0.88782483
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0.8797888
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0.8797565
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0.87954926
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0.8780811
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