Point optimal tests of the null hypothesis of cointegration
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Publication:261891
DOI10.1016/j.jeconom.2004.02.011zbMath1337.62219OpenAlexW2094401071MaRDI QIDQ261891
Publication date: 24 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.011
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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