Testing for cointegration using induced-order statistics
| Year of publication: |
2008
|
|---|---|
| Authors: | Escribano, Alvaro ; Santos, M. ; Sipols, Ana |
| Published in: |
Computational Statistics. - Springer. - Vol. 23.2008, 1, p. 131-151
|
| Publisher: |
Springer |
| Subject: | Unit root tests | Cointegration tests | Nonlinearity | Robustness | Induced order statistics | Engle and Granger test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613184