A CUSUM test for cointegration using regression residuals
Zhijie Xiao; Peter C. B. Phillips
| Year of publication: |
2002
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|---|---|
| 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
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| Subject: | Statistischer Test | Statistical test | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001656536