Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses (Q1667905)
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scientific article; zbMATH DE number 6929876
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| English | Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses |
scientific article; zbMATH DE number 6929876 |
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Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses (English)
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31 August 2018
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cointegration rank tests
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finite lag-order vector autoregressive approximations
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alternative hypotheses
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divergence rate
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0.94542134
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0.93411076
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0.92892575
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