Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for co-integration in vector autoregressions with non-stationary volatility |
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Testing for co-integration in vector autoregressions with non-stationary volatility (English)
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4 August 2016
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co-integration
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non-stationary volatility
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trace and maximum eigenvalue tests
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wild bootstrap
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