The Power of the KPSS-Test for Cointegrationwhen Residuals are Fractionally Integrated
Year of publication: |
2005-06-01
|
---|---|
Authors: | Sibbertsen, Philipp ; Krämer, Walter |
Institutions: | Universität <Hannover> / Wirtschaftswissenschaftliche Fakultät |
Subject: | Kointegration | Long-memory-Prozess | Macht | Power |
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