A lag augmentation test for the cointegrating rank of a VAR process (Q1285813): Difference between revisions
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Latest revision as of 17:17, 4 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lag augmentation test for the cointegrating rank of a VAR process |
scientific article |
Statements
A lag augmentation test for the cointegrating rank of a VAR process (English)
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28 April 1999
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asymptotic inference
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cointegration
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vector autoregressive process
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