Testing misspecified cointegrating relationships (Q1274178)

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Language	Label	Description	Also known as
English	Testing misspecified cointegrating relationships	scientific article

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scholarly article

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Testing misspecified cointegrating relationships (English)

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zbMATH Open document ID

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10.1016/S0165-1765(98)00089-5

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Jan M. Podivinsky

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Economics Letters

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publication date

12 January 1999

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

cointegration

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LR test

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misspecification

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MaRDI profile type

MaRDI publication profile

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Co-Integration and Error Correction: Representation, Estimation, and Testing

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Forecasting and testing in co-integrated systems

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Statistical analysis of cointegration vectors

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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

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Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

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Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model

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Asymptotic Properties of Residual Based Tests for Cointegration

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Mathematics(1 entry)

mardi Publication:1274178

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