A REVIEW OF SYSTEMS COINTEGRATION TESTS
From MaRDI portal
Publication:4471125
DOI10.1081/ETC-100104936zbMath1044.62120MaRDI QIDQ4471125
Pentti Saikkonen, Helmut Lütkepohl, Kirstin Hubrich
Publication date: 18 June 2004
Published in: Econometric Reviews (Search for Journal in Brave)
62P20: Applications of statistics to economics
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H15: Hypothesis testing in multivariate analysis
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