Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416)
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scientific article; zbMATH DE number 2001468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison |
scientific article; zbMATH DE number 2001468 |
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Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (English)
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6 November 2003
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long run variance estimation
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parametric
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nonparametric
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tables
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