Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point |
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Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (English)
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10 May 2016
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co-integration rank
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vector autoregression
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error-correction model
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trend break
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break point estimation
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information criteria
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