Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification (Q3442921): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification |
scientific article |
Statements
Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification (English)
0 references
24 May 2007
0 references
cointegration rank test
0 references
invertibility
0 references
Jordan canonical form
0 references
stationarity
0 references
Whittle estimator
0 references
