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scientific article; zbMATH DE number 2166519 - MaRDI portal

scientific article; zbMATH DE number 2166519

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Publication:4673805

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zbMath1060.62096MaRDI QIDQ4673805

John C. B. Cooper

Publication date: 9 May 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

augmented Dickey-Fuller tests purchasing power parity theory Engle-Granger procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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