A multivariate autoregressive distributed lag unit root test
Chung Yan Sam, Robert Mcnown, Soo Khoon Goh and Kim-Leng Goh
| Year of publication: |
2025
|
|---|---|
| Authors: | Sam, Chung Yan ; McNown, Robert F. ; Soo Khoon Goh ; Goh, Kim-Leng |
| Published in: |
Journal for studies in economics and econometrics : SEE. - Abingdon : Taylor & Francis, ISSN 2693-5198, ZDB-ID 2115320-6. - Vol. 49.2025, 1, p. 17-33
|
| Subject: | ARDL | bootstrap | cointegration | model misspecification | Multivariate unit root test | size and power analysis | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Multivariate Analyse | Multivariate analysis | Lag-Modell | Lag model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03796205.2024.2439101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015417674