Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831)
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scientific article; zbMATH DE number 5697491
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| English | Tests against stationary and explosive alternatives in vector autoregressive models |
scientific article; zbMATH DE number 5697491 |
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Tests against stationary and explosive alternatives in vector autoregressive models (English)
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22 April 2010
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asymptotic local power
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cointegration
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companion matrix
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unit roots
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0.8506634831428528
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0.8174405097961426
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0.7999966740608215
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0.7914231419563293
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0.7883021235466003
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