No-cointegration test based on fractional differencing: Some Monte Carlo results
Journal of Statistical Planning and Inference
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sg-nus-scholar.10635-200502015-01-16T19:49:17Z No-cointegration test based on fractional differencing: Some Monte Carlo results Tse, Y.K. Anh, V.V. Tieng, Q. ECONOMICS Fractional differencing Geweke-Porter-Hudak regression Monte Carlo method No-cointegration test Journal of Statistical Planning and Inference 80 1 257-267 JSPID 2011-02-24T06:56:03Z 2011-02-24T06:56:03Z 1999 Article Tse, Y.K.,Anh, V.V.,Tieng, Q. (1999). No-cointegration test based on fractional differencing: Some Monte Carlo results. Journal of Statistical Planning and Inference 80 (1) : 257-267. ScholarBank@NUS Repository. 03783758 http://scholarbank.nus.edu.sg/handle/10635/20050 NOT_IN_WOS Scopus |
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National University of Singapore |
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NUS Library |
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Singapore |
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| topic |
Fractional differencing Geweke-Porter-Hudak regression Monte Carlo method No-cointegration test |
| spellingShingle |
Fractional differencing Geweke-Porter-Hudak regression Monte Carlo method No-cointegration test Tse, Y.K. Anh, V.V. Tieng, Q. No-cointegration test based on fractional differencing: Some Monte Carlo results |
| description |
Journal of Statistical Planning and Inference |
| author2 |
ECONOMICS |
| author_facet |
ECONOMICS Tse, Y.K. Anh, V.V. Tieng, Q. |
| format |
Article |
| author |
Tse, Y.K. Anh, V.V. Tieng, Q. |
| author_sort |
Tse, Y.K. |
| title |
No-cointegration test based on fractional differencing: Some Monte Carlo results |
| title_short |
No-cointegration test based on fractional differencing: Some Monte Carlo results |
| title_full |
No-cointegration test based on fractional differencing: Some Monte Carlo results |
| title_fullStr |
No-cointegration test based on fractional differencing: Some Monte Carlo results |
| title_full_unstemmed |
No-cointegration test based on fractional differencing: Some Monte Carlo results |
| title_sort |
no-cointegration test based on fractional differencing: some monte carlo results |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/20050 |
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1681079705131810816 |