A CUSUM test for cointegration using regression residuals
type: Item
instance of: scholarly article
title: A CUSUM test for cointegration using regression residuals
zbMATH Open document ID: 1020.62082
DOI: 10.1016/S0304-4076(01)00103-8
author: Zhijie Xiao
author: Peter C. B. Phillips
published in: Journal of Econometrics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1891699
zbMATH Keywords: bandwidth
zbMATH Keywords: CUSUM test
zbMATH Keywords: fully modified regression
zbMATH Keywords: null of cointegration
zbMATH Keywords: residual based test
zbMATH Keywords: semiparametric method
MaRDI profile type: Publication
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full work available at URL: s0304-4076(01)00103-8
OpenAlex ID: W3123548814
description: scientific article; zbMATH DE number 1891699