A robust estimation and testing of the cointegration order based on the frequency domain

Igor V. M. Souza; Valderio A. Reisen; Pascal Bondon; G.C. Franco

Conference papers

A robust estimation and testing of the cointegration order based on the frequency domain

Igor V. M. Souza ¹ Valderio A. Reisen ² Pascal Bondon ³ G.C. Franco ⁴

1 UFMG - Universidade Federal de Minas Gerais [Belo Horizonte]

2 UFES - Departamento de Estatística

3 L2S - Laboratoire des signaux et systèmes

4 Universidade Federal de Minas Gerais

Document type :

Conference papers

Domain :

Statistics [stat] / Statistics Theory [stat.TH]

Complete list of metadata

https://hal-centralesupelec.archives-ouvertes.fr/hal-02358658
Contributor : Pascal Bondon Connect in order to contact the contributor
Submitted on : Tuesday, November 12, 2019 - 9:28:15 AM
Last modification on : Sunday, June 26, 2022 - 2:27:50 AM

A robust estimation and testing of the cointegration order based on the frequency domain

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A robust estimation and testing of the cointegration order based on the frequency domain

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