Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests against stationary and explosive alternatives in vector autoregressive models |
scientific article |
Statements
Tests against stationary and explosive alternatives in vector autoregressive models (English)
0 references
22 April 2010
0 references
asymptotic local power
0 references
cointegration
0 references
companion matrix
0 references
unit roots
0 references
