Semiparametrically optimal cointegration test (Q6600012)

From MaRDI portal





scientific article; zbMATH DE number 7908579
Language Label Description Also known as
English
Semiparametrically optimal cointegration test
scientific article; zbMATH DE number 7908579

    Statements

    Semiparametrically optimal cointegration test (English)
    0 references
    0 references
    6 September 2024
    0 references
    cointegration
    0 references
    semiparametric efficiency
    0 references
    limit experiment
    0 references
    LABF
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers