Portmanteau-type tests for unit-root and cointegration
type: Item
instance of: scholarly article
title: Portmanteau-type tests for unit-root and cointegration
zbMATH Open document ID: 1452.62611
author: Ngai Hang Chan
author: Rong-Mao Zhang
published in: Journal of Econometrics
publication date: 2019-04-26T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7048273
zbMATH Keywords: autoregressive processes
zbMATH Keywords: cointegration
zbMATH Keywords: portmanteau test
zbMATH Keywords: sample covariance
zbMATH Keywords: unit-root
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.08.004
OpenAlex ID: W2891869992
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Wikidata QID: Q129287245
DOI: 10.1016/J.JECONOM.2018.08.004
description: scientific article; zbMATH DE number 7048273