Testing for the cointegration rank when some cointegrating directions are changing (Q261903): Difference between revisions
From MaRDI portal
Latest revision as of 15:58, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing for the cointegration rank when some cointegrating directions are changing |
scientific article |
Statements
Testing for the cointegration rank when some cointegrating directions are changing (English)
0 references
24 March 2016
0 references
multivariate time series
0 references
cointegration
0 references
structural break
0 references
rank tests
0 references
0 references
0 references
0 references