Numerical distribution functions of fractional unit root and cointegration tests
James G. MacKinnon and Morten Ørregaard Nielsen
| Year of publication: |
2014
|
|---|---|
| Authors: | MacKinnon, James G. ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 1, p. 161-171
|
| Subject: | Cofractional process | fractional unit root | fractional cointegration | response surface regression | cointegration rank | numerical distribution function | model averaging | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Schätztheorie | Estimation theory |
| 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/10010414227