Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break |
scientific article |
Statements
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (English)
0 references
28 February 2009
0 references
error correction model
0 references
0 references