Alternative Asymptotics for Cointegration Tests in Large VARs (Q4682715): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2411045379 / rank | |||
Normal rank | |||
Latest revision as of 11:00, 30 July 2024
scientific article; zbMATH DE number 6938932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative Asymptotics for Cointegration Tests in Large VARs |
scientific article; zbMATH DE number 6938932 |
Statements
Alternative Asymptotics for Cointegration Tests in Large VARs (English)
0 references
19 September 2018
0 references
high-dimensional VAR
0 references
cointegration tests
0 references
canonical correlations
0 references
empirical distribution
0 references
Wachter distribution
0 references
vector autoregression
0 references
Johansen's test
0 references
