Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855): Difference between revisions

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Revision as of 06:00, 5 March 2024

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Comparison of tests for the cointegrating rank of a VAR process with a structural shift
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    Comparison of tests for the cointegrating rank of a VAR process with a structural shift (English)
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    28 April 2003
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    local power
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    test size
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    cointegration
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    vector autoregressive process
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    error correction model
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