A residual based test for the null hypothesis of cointegration.
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Publication:1960368
DOI10.1016/S0165-1765(99)00079-8zbMath1050.62529WikidataQ127662369 ScholiaQ127662369MaRDI QIDQ1960368
Publication date: 12 January 2000
Published in: Economics Letters (Search for Journal in Brave)
Unit rootsCointegrationStationarityFully modified regressionIntegrated processesResidual based tests
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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