Testing for the cointegration rank when some cointegrating directions are changing (Q261903): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F07 / rank | |||
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| Property / zbMATH DE Number: 6560409 / rank | |||
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multivariate time series | |||
| Property / zbMATH Keywords: multivariate time series / rank | |||
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cointegration | |||
| Property / zbMATH Keywords: cointegration / rank | |||
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structural break | |||
| Property / zbMATH Keywords: structural break / rank | |||
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rank tests | |||
| Property / zbMATH Keywords: rank tests / rank | |||
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Revision as of 14:36, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the cointegration rank when some cointegrating directions are changing |
scientific article |
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Testing for the cointegration rank when some cointegrating directions are changing (English)
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24 March 2016
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multivariate time series
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cointegration
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structural break
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rank tests
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