Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests (Q3424300)
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: Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests |
scientific article |
Statements
Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests (English)
0 references
15 February 2007
0 references
cointegration
0 references
counting statistics
0 references
jumps
0 references
nonlinearity
0 references
ranges
0 references
robustness
0 references
small sample corrections
0 references
structural breaks
0 references
unit roots tests
0 references
0 references
0 references
