MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART II (Q4512736)
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scientific article; zbMATH DE number 1525746
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| English | MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART II |
scientific article; zbMATH DE number 1525746 |
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MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART II (English)
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23 May 2002
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specification test
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principal components estimator
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test of model specification
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trends
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asymptotic behavior
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multivariate time series
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0.8711795210838318
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0.8711795210838318
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0.8290221095085144
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0.8287748694419861
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0.7768733501434326
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