Pitfalls in testing for long run relationships
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Publication:1298439
DOI10.1016/S0304-4076(97)00111-5zbMath1041.62525WikidataQ127780854 ScholiaQ127780854MaRDI QIDQ1298439
Publication date: 1998
Published in: Journal of Econometrics (Search for Journal in Brave)
cointegrationdeterministic trendsexplosive rootssingular covariance matrix\(I(2)\)Engle-Granger testfractional unit rootsJohansen teststochastic roots
Related Items (16)
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