No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366)
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scientific article; zbMATH DE number 1339685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No-cointegration test based on fractional differencing: Some Monte Carlo results |
scientific article; zbMATH DE number 1339685 |
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No-cointegration test based on fractional differencing: Some Monte Carlo results (English)
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11 March 2001
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no-cointegration test
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Geweke-Porter-Hudak regression
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fractional differencing
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Monte Carlo methods
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time series
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