Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5520692
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break |
scientific article; zbMATH DE number 5520692 |
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
0.9171268939971924
0 references
0.8973678946495056
0 references
0.8944239616394043
0 references
0.8664237260818481
0 references
0.8490827679634094
0 references
