Örsal, Deniz Dilan Karaman; Droge, Bernd - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
time dimension tends to inflnity.
Keywords: Cointegration, Trace statistic, Asymptotic moments, Uniform integrability.
JEL … uniform integrability offZ2T;dgis thatEjZT;dj2+–
is uniformly bounded for some – > 0, i.e supT EjZT;dj2+– < 1. But this is an …