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Cointegration test
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Aloy, Marcel
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Truchis, Gilles De
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Estimation and Testing for Fractional Cointegration
Aloy, Marcel
;
Truchis, Gilles De
-
HAL
-
2012
, FMLS, GLS, MLE, NBLS, FMNBLS), and d (LPE,LWE,LPM,FML) through a
Monte
Carlo
experiment
. We also investigate the crucial …
Persistent link: https://www.econbiz.de/10011026224
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