Joint detection of unit roots and cointegration: data-based simulation
type: Item
instance of: scholarly article
title: Joint detection of unit roots and cointegration: data-based simulation
zbMATH Open document ID: 1111.62077
author: Kosei Fukuda
published in: Mathematics and Computers in Simulation
publication date: 2007-06-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5161075
zbMATH Keywords: cointegration
zbMATH Keywords: data-based simulation
zbMATH Keywords: information criterion
zbMATH Keywords: model selection
zbMATH Keywords: unit root
describes a project that uses: PcGets
MaRDI profile type: Publication
full work available at URL: j.matcom.2006.08.007
OpenAlex ID: W1966953231
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DOI: 10.1016/J.MATCOM.2006.08.007
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description: scientific article; zbMATH DE number 5161075