Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683)
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scientific article; zbMATH DE number 1342903
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for \(r\) versus \(r-1\) cointegrating vectors |
scientific article; zbMATH DE number 1342903 |
Statements
Testing for \(r\) versus \(r-1\) cointegrating vectors (English)
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1999
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Cointegration test
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Noninvertible moving average
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Unit roots
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ARMA estimation
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Johansen test
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0.8390856981277466
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0.8359193205833435
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0.8242223262786865
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0.8204538226127625
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0.8107274770736694
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