The role of the constant and linear terms in cointegration analysis of nonstationary variables (Q4853080)
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scientific article; zbMATH DE number 809332
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| English | The role of the constant and linear terms in cointegration analysis of nonstationary variables |
scientific article; zbMATH DE number 809332 |
Statements
The role of the constant and linear terms in cointegration analysis of nonstationary variables (English)
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25 October 1995
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cointegration
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linear trend
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quadratic trend
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autoregressive model
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linear terms
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I(1) variables
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reduced rank regression
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I(2) variables
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constant term
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0.8211813569068909
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0.8128896951675415
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0.8114890456199646
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0.7977911829948425
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0.7977427840232849
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