TESTS OF COMMON STOCHASTIC TRENDS
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Publication:4512678
DOI10.1017/S0266466600162024zbMath0957.62104OpenAlexW2158289614MaRDI QIDQ4512678
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Publication date: 29 March 2001
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600162024
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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