Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667)
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scientific article; zbMATH DE number 6835914
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| default for all languages | No label defined |
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| English | Recursive adjustment for general deterministic components and improved cointegration rank tests |
scientific article; zbMATH DE number 6835914 |
Statements
Recursive adjustment for general deterministic components and improved cointegration rank tests (English)
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7 February 2018
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adaptive detrending
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vector autoregressive process
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long-run relation
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LR-type test
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0.8306224942207336
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0.8306224942207336
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0.8194255828857422
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0.8124331831932068
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0.8099804520606995
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