Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053)
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scientific article; zbMATH DE number 6578667
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| English | Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point |
scientific article; zbMATH DE number 6578667 |
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Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (English)
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10 May 2016
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co-integration rank
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vector autoregression
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error-correction model
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trend break
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break point estimation
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information criteria
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0.8944239616394043
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0.8690425753593445
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0.8586130738258362
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0.8584409952163696
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