ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236)
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scientific article; zbMATH DE number 1934925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY |
scientific article; zbMATH DE number 1934925 |
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ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (English)
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3 February 2004
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cointegration
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recursive variance
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\(P\)-value discrepancy plots
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maximal moment exponent
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