Residuals‐based tests for cointegration with generalized least‐squares detrended data (Q5093933)
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scientific article; zbMATH DE number 7565892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residuals‐based tests for cointegration with generalized least‐squares detrended data |
scientific article; zbMATH DE number 7565892 |
Statements
Residuals‐based tests for cointegration with generalized least‐squares detrended data (English)
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2 August 2022
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cointegration
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hypothesis testing
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OLS and GLS detrended data
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residuals-based unit root tests
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