Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems (Q2851992)
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scientific article; zbMATH DE number 6213613
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| English | Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems |
scientific article; zbMATH DE number 6213613 |
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4 October 2013
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cointegrating rank
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partial vector autoregressive system
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likelihood-based test
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local power function
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Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems (English)
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0.8512386083602905
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0.8039246797561646
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0.7975782155990601
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0.792178213596344
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0.7812039256095886
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