Open AccessA Residual-Based Cointegration Test for Near Unit Root Variables
Author(s) -
Erik Hjalmarsson,
Pär Österholm
Publication year - 2007
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2007.907
Subject(s) - cointegration , unit root , spurious relationship , econometrics , inference , residual , bonferroni correction , unit root test , statistical hypothesis testing , economics , statistics , multivariate statistics , mathematics , computer science , algorithm , artificial intelligence