Point optimal tests of the null hypothesis of cointegration
Year of publication: |
2005
|
---|---|
Authors: | Jansson, Michael |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 124.2005, 1, p. 187-201
|
Subject: | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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