An augmented autoregressive distributed lag bounds test for cointegration
Chung Yan Sam, Robert McNown, Soo Khoon Goh
| Year of publication: |
2019
|
|---|---|
| Authors: | Sam, Chung Yan ; McNown, Robert F. ; Soo Khoon Goh |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 80.2019, p. 130-141
|
| Subject: | ARDL bounds test | Cointegration | Degenerate case | Lagged independent variable(s) test | Kointegration | Lag-Modell | Lag model | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012200504