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Cointegration test.
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创建时间：
2021-10-20
相关数据集
Panel data cointegration testing with structural instabilities
Spurious regression analysis in panel data when the time series are cross-section dependent is analyzed in the paper. The set-up includes (possibly unknown) multiple structural breaks that can affect
DataCite Commons2024-12-18 更新60
Adaptive Testing for Cointegration With Nonstationary Volatility
This article develops a class of adaptive cointegration tests for multivariate time series with nonstationary volatility. Persistent changes in the innovation variance matrix of a vector autoregressiv
NIAID Data Ecosystem40
The f-Bounds Test confirmed a cointegration connection between the variables.
The f-Bounds Test confirmed a cointegration connection between the variables.
NIAID Data Ecosystem30
Trace Test for cointegration of the series for the macroeconomic variables and for the Bovespa, January 1995 to December 2010.
Source: Results obtained with the Eviews 6 software. Note: the trace test indicates that there are two equations of cointegration.
NIAID Data Ecosystem40
