A new robust sign test for cointegration
Yujin Oh and Beong Soo So
| Year of publication: |
2008
|
|---|---|
| Authors: | Oh, Yujin ; So, Beong Soo |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 15.2008, 10/12, p. 971-974
|
| Subject: | Theorie | Theory | Kointegration | Cointegration | Statistischer Test | Statistical test | Robustes Verfahren | Robust statistics |
| 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://www.econbiz.de/10003785993