Durbin-Hausman tests for cointegration (Q5906476)
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scientific article; zbMATH DE number 515432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Durbin-Hausman tests for cointegration |
scientific article; zbMATH DE number 515432 |
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Durbin-Hausman tests for cointegration (English)
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14 March 1994
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vector time series
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Durbin-Hausman tests
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cointegration
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regression residuals
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simulation
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residual-based tests
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