A residual-based ADF test for stationary cointegration in I (2) settings

Javier Gomez-Biscarri; Javier Hualde

Year of publication:	2014
Authors:	Gómez Biscarri, Javier ; Hualde, Javier
Publisher:	Barcelona : GSE
Subject:	Kointegration \| Cointegration \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Einheitswurzeltest \| Unit root test \| Statistischer Test \| Statistical test

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