Statements (14)
Predicate | Object |
---|---|
gptkbp:instanceOf |
statistical analysis
|
gptkbp:appliesTo |
time series data
|
gptkbp:field |
econometrics
|
https://www.w3.org/2000/01/rdf-schema#label |
Phillips-Ouliaris test
|
gptkbp:introducedIn |
1988
|
gptkbp:namedAfter |
gptkb:Peter_C._B._Phillips
Sotiris Ouliaris |
gptkbp:publishedIn |
gptkb:Biometrika
|
gptkbp:relatedTo |
gptkb:Engle-Granger_test
gptkb:Johansen_test |
gptkbp:testsNullHypothesis |
no cointegration
|
gptkbp:usedFor |
cointegration testing
|
gptkbp:bfsParent |
gptkb:Cointegration_theory
|
gptkbp:bfsLayer |
6
|