Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification (Q3442921): Difference between revisions
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Revision as of 21:10, 19 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)
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24 May 2007
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cointegration rank test
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invertibility
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Jordan canonical form
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stationarity
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Whittle estimator
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