The power of the KPSS-test for cointegration when residuals are fractionally integrated (Q1929109)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The power of the KPSS-test for cointegration when residuals are fractionally integrated |
scientific article; zbMATH DE number 6122350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The power of the KPSS-test for cointegration when residuals are fractionally integrated |
scientific article; zbMATH DE number 6122350 |
Statements
The power of the KPSS-test for cointegration when residuals are fractionally integrated (English)
0 references
7 January 2013
0 references
cointegration
0 references
power
0 references
long memory
0 references
KPSS-test
0 references
0 references
0 references
0 references
