Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive adjustment for general deterministic components and improved cointegration rank tests |
scientific article |
Statements
Recursive adjustment for general deterministic components and improved cointegration rank tests (English)
0 references
7 February 2018
0 references
adaptive detrending
0 references
vector autoregressive process
0 references
long-run relation
0 references
LR-type test
0 references
0 references
0 references
0 references
0 references
