Non-linear cointegration test, based on record counting statistic
Lynda Atil, Hocine Fellag, Ana E. Sipols, M.T. Santos-Martín, Clara Simón de Blas
| Year of publication: |
2024
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|---|---|
| Authors: | Atil, Lynda ; Fellag, Hocine ; Sipols, Ana E. ; Santos-Martín, M. T. ; De Blas, C. Simón |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 4, p. 2205-2230
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| Subject: | Cointegration test | Error correction model | Monte carlo | Times series | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10520-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015144009