A residual based test for the null hypothesis of cointegration
Author/Authors :
XIAO، ZHIJIE نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
-132
From page :
133
To page :
0
Abstract :
Experimental evidence can provide clues as to the kind of reasoning that boundedly rational agents apply to arrive at a strategy choice. We report statistical tests on the saliency of optimistic and pessimistic behaviors in symmetric normal-form games.
Keywords :
Integrated process , Residual based tests , Unit root , Cointegration , Fully modified regression , Slalionarity
