Residual-based test for fractional cointegration
Bin Wang; Man Wang; Ngai Hang Chan
| Year of publication: |
2015
|
|---|---|
| Authors: | Wang, Bin ; Wang, Man ; Chan, Ngai Hang |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 126.2015, p. 43-46
|
| Subject: | Fractional cointegration | Asymptotic normal | Residual-based test | Monte Carlo experiment | Kointegration | Cointegration | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10011376390