A covariate residual-based cointegration test applied to the CDS-bond basis
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Publication:1695564
DOI10.1515/jtse-2012-0020zbMath1462.62720OpenAlexW1982958861MaRDI QIDQ1695564
Publication date: 7 February 2018
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jtse-2012-0020
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
Cites Work
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