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TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT - MaRDI portal

TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628)

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English
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
scientific article

    Statements

    title
    TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (English)
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    author
    Graham Elliott
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    Elena Pesavento
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    publication date
    15 December 2009
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P20
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    62M07
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    62H12
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    91B84
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    zbMATH DE Number
    5648520
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