Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence (Q551471)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence |
scientific article |
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Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence (English)
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20 July 2011
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long-run exclusion
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cointegrating rank
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cointegrated vector autoregressive model
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Monte Carlo experiment
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numerical examples
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finite-sample statistical inference
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econometric modelling
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