Pitfalls in testing for long run relationships (Q1298439)
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scientific article; zbMATH DE number 1326122
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pitfalls in testing for long run relationships |
scientific article; zbMATH DE number 1326122 |
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Pitfalls in testing for long run relationships (English)
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1998
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cointegration
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Engle-Granger test
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Johansen test
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explosive roots
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stochastic roots
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\(I(2)\)
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fractional unit roots
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deterministic trends
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singular covariance matrix
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