A residual-based nonparametric variance ratio no-cointegration test (Q6604032)
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scientific article; zbMATH DE number 7912370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A residual-based nonparametric variance ratio no-cointegration test |
scientific article; zbMATH DE number 7912370 |
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A residual-based nonparametric variance ratio no-cointegration test (English)
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12 September 2024
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unit root
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cointegration
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variance ratio test
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local asymptotic power
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