Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:00, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Comparison of tests for the cointegrating rank of a VAR process with a structural shift |
scientific article |
Statements
Comparison of tests for the cointegrating rank of a VAR process with a structural shift (English)
0 references
28 April 2003
0 references
local power
0 references
test size
0 references
cointegration
0 references
vector autoregressive process
0 references
error correction model
0 references