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The Estimation and Testing of the Cointegration Order Based on the Frequency Domain - MaRDI portal

The Estimation and Testing of the Cointegration Order Based on the Frequency Domain

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Publication:6623222

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DOI10.1080/07350015.2016.1251442zbMath1547.62922MaRDI QIDQ6623222

Pascal Bondon, Glaura da Conceição Franco, Unnamed Author, Valdério Anselmo Reisen

Publication date: 23 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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