Title of article :
No-cointegration test based on fractional differencing: Some Monte Carlo results
Author/Authors :
Y. K. Tse، نويسنده , , V. V. Anh، نويسنده , , Q. Tieng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
11
From page :
257
To page :
267
Keywords :
Monte Carlo method , no-cointegration test , Geweke-Porter-Hudak regression , Fractional di erencing
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
1999
Journal title :
Journal of Statistical Planning and Inference
Record number :
218790
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=218790
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