A residual-based LM-type test against fractional cointegration
Uwe Hassler; Jörg Breitung
| Year of publication: |
2006
|
|---|---|
| Authors: | Hassler, Uwe ; Breitung, Jörg |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 6, p. 1091-1111
|
| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series 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://www.econbiz.de/10003396942