Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends |
scientific article |
Statements
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (English)
0 references
27 September 1992
0 references
time series
0 references
least squares estimation
0 references
cointegrated models
0 references
deterministic trends
0 references
chi-square test
0 references
validity of trend exclusion
0 references
regressor trends
0 references
estimation detrending methods
0 references
0 references
