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Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison - MaRDI portal

Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416)

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scientific article; zbMATH DE number 2001468
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English
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison
scientific article; zbMATH DE number 2001468

    Statements

    title
    Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (English)
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    publication date
    6 November 2003
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    zbMATH Keywords
    long run variance estimation
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    parametric
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    nonparametric
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    tables
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    author
    Vasco J. Gabriel
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    cites work

    Identifiers

    DOI
    10.1081/ETC-120025897
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    Mathematics Subject Classification ID
    62M10
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    62M07
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    65C05
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    62P20
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    zbMATH DE Number
    2001468
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