Rejoinder : A Note on Wavelet Correlation and Cointegration

This rejoinder highlights some of the differences in the test approach adopted by Fernandez-Macho (2013) in his critique of Leong and Huang (2010) and those commonly found in the literature such as Granger and Newbold(1974), Phillips (1986) and Leong and Huang (2010)

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Year of publication:	2014
Authors:	Leong, Chee Kian
Publisher:	[S.l.] : SSRN
Subject:	Korrelation \| Correlation \| Zustandsraummodell \| State space model \| Kointegration \| Cointegration \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis

Extent:	1 Online-Ressource (3 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 23, 2014 erstellt
Other identifiers:	10.2139/ssrn.2470396 [DOI]
Classification:	C12 - Hypothesis Testing ; C19 - Econometric and Statistical Methods: General. Other ; C22 - Time-Series Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014143753