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Testing for multicointegration - MaRDI portal

Testing for multicointegration (Q1389465)

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scientific article; zbMATH DE number 1170185
Language Label Description Also known as
English
Testing for multicointegration
scientific article; zbMATH DE number 1170185

    Statements

    title
    Testing for multicointegration (English)
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    author
    Tom Engsted
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    Niels Haldrup
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    Jesús Gonzalo
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    publication date
    30 June 1998
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    zbMATH Keywords
    cointegration
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    multicointegration
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    \(I(2)\) processes
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    Identifiers

    zbMATH DE Number
    1170185
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    Wikidata QID
    Q127631361
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    OpenAlex ID
    W3124517483
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