Testing for Common Trends (Q3827458): Difference between revisions
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Latest revision as of 23:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Common Trends |
scientific article |
Statements
1988
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factor models
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integrated process
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yield curve
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Cointegrated multiple time series
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order of cointegration
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drift
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roots of the ordinary least squares coefficient matrix
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Critical values
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power
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Monte Carlo study
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unit root
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autoregressive representation
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stationary linear combinations
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tests of the number of common trends
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Testing for Common Trends (English)
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