Title |
Residual-Based Tests for Fractional Cointegration : A Monte Carlo Study / Ingolf Dittmann |
|---|---|
Involved |
Ingolf Dittmann (Verfasser) |
Published |
Dortmund: Universitätsbibliothek Dortmund |
Extent |
Online-Ressource |
Language |
|
Country |
|
Topic |
|
Subject |
Augmented Dickey-Fuller test.
fractional cointegration modified rescaled range test Monte Carlo experiment
Phillips-Perron test
Geweke-Porter-Hudak test |
Persistent identifier |
urn:nbn:de:101:1-2016080319383 (URN) |
Record ID |
1109908423 |
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