Residual-based test for fractional cointegration
type: Item
instance of: scholarly article
title: Residual-based test for fractional cointegration
zbMATH Open document ID: 1378.62084
author: Man Wang
author: Ngai Hang Chan
author: Bin Wang
published in: Economics Letters
publication date: 2015-09-29T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6486667
zbMATH Keywords: fractional cointegration
zbMATH Keywords: asymptotic normal
zbMATH Keywords: residual-based test
zbMATH Keywords: Monte Carlo experiment
MaRDI profile type: Publication
full work available at URL: j.econlet.2014.11.009
OpenAlex ID: W2016588564
cites work: Q4845377
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DOI: 10.1016/J.ECONLET.2014.11.009
description: scientific article; zbMATH DE number 6486667