A residual based test for the null hypothesis of cointegration. (Q1960368)
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scientific article; zbMATH DE number 1387313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A residual based test for the null hypothesis of cointegration. |
scientific article; zbMATH DE number 1387313 |
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A residual based test for the null hypothesis of cointegration. (English)
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12 January 2000
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Cointegration
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Fully modified regression
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Integrated processes
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Residual based tests
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Stationarity
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Unit roots
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0.95546937
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0.9318968
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0.93175495
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