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Residual-Based Tests For Fractional Cointegration: A Monte Carlo Study

✍ Scribed by Ingolf Dittmann


Book ID
108549436
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
398 KB
Volume
21
Category
Article
ISSN
0143-9782

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The problem of testing for a centre e!ect in multi-centre studies following a proportional hazards regression analysis is considered. Two approaches to the problem can be used. One "ts a proportional hazards model with a "xed covariate included for each centre (except one). The need for a centre spe