A comparison of semiparametric tests for fractional cointegration
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Publication:2065321
DOI10.1007/s00362-020-01169-1zbMath1477.62250OpenAlexW3013303983WikidataQ123011088 ScholiaQ123011088MaRDI QIDQ2065321
Philipp Sibbertsen, Michelle Voges, Christian Leschinski
Publication date: 7 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-020-01169-1
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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