Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
Michael Jansson
| Year of publication: |
2005
|
|---|---|
| Authors: | Jansson, Michael |
| Published in: |
Identification and inference for econometric models : essays in honor of Thomas Rothenberg. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-84441-X. - 2005, p. 357-374
|
| Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003352578