A residual-based ADF test for stationary cointegration in I (2) settings
Javier Gomez-Biscarri; Javier Hualde
| Year of publication: |
2015
|
|---|---|
| Authors: | Gómez Biscarri, Javier ; Hualde, Javier |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 184.2015, 2, p. 280-294
|
| Subject: | I (2) systems | Stationary cointegration | Multicointegration | Residual-based tests | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| 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/10011339328