The Fourier approximation and testing for the null of cointegration
Ching-Chuan Tsong, Cheng-Feng Lee, Li-Ju Tsai, Te-Chung Hu
| Year of publication: |
November 2016
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|---|---|
| Authors: | Tsong, Ching-Chuan ; Lee, Cheng-Feng ; Tsai, Li-Ju ; Hu, Te-Chung |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 3, p. 1085-1113
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| Subject: | Cointegration | Fourier approximation | Structural change | Fiscal sustainability | Kointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-1028-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011554372