Polynomial cointegration. Estimation and test (Q1341209): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:22, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial cointegration. Estimation and test |
scientific article |
Statements
Polynomial cointegration. Estimation and test (English)
0 references
16 February 1995
0 references
unit roots
0 references
polynomial cointegration
0 references
rank tests
0 references
multivariate time series
0 references
polynomial error correction model
0 references
identification criterion
0 references
principal component analysis
0 references
overall cointegration dimension
0 references
ordinary least squares
0 references
overall specification test
0 references
asymptotic distribution
0 references
tables
0 references
percentiles
0 references
