Point optimal tests of the null hypothesis of cointegration (Q261891)
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: Point optimal tests of the null hypothesis of cointegration |
scientific article; zbMATH DE number 6560400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Point optimal tests of the null hypothesis of cointegration |
scientific article; zbMATH DE number 6560400 |
Statements
Point optimal tests of the null hypothesis of cointegration (English)
0 references
24 March 2016
0 references
cointegration
0 references
local asymptotic power
0 references
point optimal test
0 references
power envelope
0 references
0 references
0.91209507
0 references
0.9001907
0 references
0.89578336
0 references
0.8943007
0 references
0.89014876
0 references
0.8880333
0 references
0.8879809
0 references
0 references
