Portmanteau-type tests for unit-root and cointegration
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DOI: 10.1016/j.jeconom.2018.08.004
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- Dogo Armand Dago & Yu Pei, 2025. "Evaluating the Position of Côte d’Ivoire’s Cocoa Industry on the Global Production Chain and the Influencing Factors," Sustainability, MDPI, vol. 17(3), pages 1-33, January.
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More about this item
Keywords
Autoregressive processes; Cointegration; Portmanteau test; Sample covariance; Unit-root;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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