The power of residual-based tests for cointegration when residuals are fractionally integrated
Walter Krämer; Francesc Marmol
| Year of publication: |
2004
|
|---|---|
| Authors: | Krämer, Walter ; Mármol, Francesc |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 82.2004, 1, p. 63-69
|
| Subject: | Kointegration | Cointegration | Theorie | Theory |
| 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/10001877554