A Cointegration Test Based on Weighted Symmetric Estimator
نویسندگان
چکیده
منابع مشابه
A weighted symmetric cointegration test
Weighted symmetric estimation is employed to develop a new test for cointegration. Using Monte Carlo simulation, the resulting test is shown to possess greater power than alternative existing tests.
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2005
ISSN: 2287-7843
DOI: 10.5351/ckss.2005.12.3.797