A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions |
scientific article |
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A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (English)
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9 January 2013
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VAR
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\(I(2)\)
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rank test
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maximum-eigenvalue
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