Low-frequency robust cointegration testing (Q2439861)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low-frequency robust cointegration testing |
scientific article |
Statements
Low-frequency robust cointegration testing (English)
0 references
18 March 2014
0 references
stochastic trends
0 references
persistence
0 references
size distortion
0 references
interest rates
0 references
term spread
0 references
0 references
0 references
0 references
