A Parametric approach to testing the null of cointegration (Q4351579)
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scientific article; zbMATH DE number 1053650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Parametric approach to testing the null of cointegration |
scientific article; zbMATH DE number 1053650 |
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A Parametric approach to testing the null of cointegration (English)
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3 May 1998
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autoregressive-moving average
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Brownian motion
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cointegration
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pseudo-likelihood
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residual-based test
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