Semiparametrically optimal cointegration test
type: Item
instance of: scholarly article
title: Semiparametrically optimal cointegration test
author: Bo Zhou
published in: Journal of Econometrics
publication date: 2024-09-06T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7908579
zbMATH Keywords: cointegration
zbMATH Keywords: semiparametric efficiency
zbMATH Keywords: limit experiment
zbMATH Keywords: LABF
MaRDI profile type: Publication
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DOI: 10.1016/J.JECONOM.2024.105816
description: scientific article; zbMATH DE number 7908579