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More powerful Engle–Granger cointegration tests - MaRDI portal

More powerful Engle–Granger cointegration tests (Q5222271)

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scientific article; zbMATH DE number 7184562
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English
More powerful Engle–Granger cointegration tests
scientific article; zbMATH DE number 7184562

    Statements

    title
    More powerful Engle–Granger cointegration tests (English)
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    author
    Hyejin Lee
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    Junsoo Lee
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    publication date
    1 April 2020
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    zbMATH Keywords
    cointegration
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    Engle-Granger test
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    Identifiers

    zbMATH DE Number
    7184562
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    OpenAlex ID
    W2171996927
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