More powerful cointegration tests with non-normal errors (Q2687879)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | More powerful cointegration tests with non-normal errors |
scientific article |
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More powerful cointegration tests with non-normal errors (English)
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7 March 2023
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cointegration
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non-normal errors
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nonlinear processes
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residual augmented least squares (RALS)
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