Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200)
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scientific article; zbMATH DE number 5520692
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| English | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break |
scientific article; zbMATH DE number 5520692 |
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Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (English)
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28 February 2009
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error correction model
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0.9171268939971924
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0.8973678946495056
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0.8944239616394043
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0.8664237260818481
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0.8490827679634094
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