Polynomial cointegration. Estimation and test (Q1341209)
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scientific article; zbMATH DE number 706588
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Polynomial cointegration. Estimation and test |
scientific article; zbMATH DE number 706588 |
Statements
Polynomial cointegration. Estimation and test (English)
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16 February 1995
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unit roots
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polynomial cointegration
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rank tests
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multivariate time series
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polynomial error correction model
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identification criterion
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principal component analysis
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overall cointegration dimension
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ordinary least squares
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overall specification test
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asymptotic distribution
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tables
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percentiles
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0.8340343832969666
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0.8296276330947876
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0.8290221095085144
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0.8178985714912415
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