Testing for the cointegrating rank of a VAR process with a time trend (Q1971792)
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scientific article; zbMATH DE number 1423259
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| default for all languages | No label defined |
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| English | Testing for the cointegrating rank of a VAR process with a time trend |
scientific article; zbMATH DE number 1423259 |
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Testing for the cointegrating rank of a VAR process with a time trend (English)
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3 October 2001
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cointegration
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vector autoregressive process
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asymptotic inference
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rank test
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Lagrange multiplier test
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0.96197844
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0.9570823
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0.9513271
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0.9503027
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0.94735783
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