What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration
Year of publication: |
2014-01-06
|
---|---|
Authors: | Ludwig, Alexander |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 34.2014, 1, p. 16-24
|
Publisher: |
AccessEcon |
Subject: | rolling cointegration | rolling trace test | rolling unit root test | lag selection | window selection | stock market integration |
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