Testing for the cointegration rank when some cointegrating directions are changing (Q261903): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.003 / rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2061622228 / rank | |||
Revision as of 14:58, 19 March 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
