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Property / full work available at URL: https://doi.org/10.1016/0304-4076(93)01565-4 / rank
 
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Latest revision as of 11:05, 23 May 2024

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Polynomial cointegration. Estimation and test
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    Polynomial cointegration. Estimation and test (English)
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    16 February 1995
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    unit roots
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    polynomial cointegration
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    rank tests
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    multivariate time series
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    polynomial error correction model
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    identification criterion
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    principal component analysis
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    overall cointegration dimension
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    ordinary least squares
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    overall specification test
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    asymptotic distribution
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    tables
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    percentiles
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