A CUSUM test for cointegration using regression residuals
Year of publication: |
2002
|
---|---|
Authors: | Xiao, Zhijie ; Phillips, Peter C. B. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 108.2002, 1, p. 43-61
|
Subject: | Statistischer Test | Statistical test | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Theorie | Theory |
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