Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
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Publication:5860934
DOI10.1080/07474938.2018.1528416zbMath1490.62232OpenAlexW2910359511MaRDI QIDQ5860934
Dukpa Kim, Josep Lluís Carrion-i-Silvestre
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2445/135559
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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Cites Work
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