Testing for the cointegration rank when some cointegrating directions are changing (Q261903)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the cointegration rank when some cointegrating directions are changing |
scientific article |
Statements
Testing for the cointegration rank when some cointegrating directions are changing (English)
0 references
24 March 2016
0 references
multivariate time series
0 references
cointegration
0 references
structural break
0 references
rank tests
0 references
0 references
0 references
0 references
