Testing for the cointegration rank when some cointegrating directions are changing (Q261903)
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scientific article; zbMATH DE number 6560409
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for the cointegration rank when some cointegrating directions are changing |
scientific article; zbMATH DE number 6560409 |
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Testing for the cointegration rank when some cointegrating directions are changing (English)
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24 March 2016
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multivariate time series
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cointegration
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structural break
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rank tests
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0.8664411306381226
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0.8430560231208801
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0.8369761109352112
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0.8323593139648438
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0.8295385241508484
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