Testing for Common Trends (Q3827458)
From MaRDI portal
!
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 4102362
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for Common Trends |
scientific article; zbMATH DE number 4102362 |
Statements
1988
0 references
factor models
0 references
integrated process
0 references
yield curve
0 references
Cointegrated multiple time series
0 references
order of cointegration
0 references
drift
0 references
roots of the ordinary least squares coefficient matrix
0 references
Critical values
0 references
power
0 references
Monte Carlo study
0 references
unit root
0 references
autoregressive representation
0 references
stationary linear combinations
0 references
tests of the number of common trends
0 references
Testing for Common Trends (English)
0 references
0.8923072814941406
0 references
0.8923072814941406
0 references
0.8452853560447693
0 references
0.8351064324378967
0 references
