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A residual-based ADF test for stationary cointegration in I(2) settings - MaRDI portal

A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747)

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A residual-based ADF test for stationary cointegration in I(2) settings
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    A residual-based ADF test for stationary cointegration in I(2) settings (English)
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    6 May 2015
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    I(2) systems
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    stationary cointegration
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    multicointegration
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    residual-based tests
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