LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS (Q4700853)
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scientific article; zbMATH DE number 1358284
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| English | LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS |
scientific article; zbMATH DE number 1358284 |
Statements
LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS (English)
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19 December 1999
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vector autoregressive process
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local power
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0.8880710601806641
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0.8665475845336914
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0.8512386083602905
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0.8487730622291565
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0.8398134708404541
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