The power of residual-based tests for cointegration when residuals are fractionally integrated (Q1927413)
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scientific article; zbMATH DE number 6120186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The power of residual-based tests for cointegration when residuals are fractionally integrated |
scientific article; zbMATH DE number 6120186 |
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The power of residual-based tests for cointegration when residuals are fractionally integrated (English)
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1 January 2013
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cointegration
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long memory
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power
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