Weighted symmetric tests for cointegration based on residual (Q4237855)
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scientific article; zbMATH DE number 1275318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted symmetric tests for cointegration based on residual |
scientific article; zbMATH DE number 1275318 |
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Weighted symmetric tests for cointegration based on residual (English)
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8 November 2000
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cointegrating regression
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cointegration
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unit root
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weighted symmetric estimator
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0.94716173
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0.9097736
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0.90735143
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0.9027228
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0.8987995
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