Tests for Cointegration Based on Canonical Correlation Analysis (Q4866625)
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scientific article; zbMATH DE number 850682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for Cointegration Based on Canonical Correlation Analysis |
scientific article; zbMATH DE number 850682 |
Statements
11 November 1996
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critical values
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maximum likelihood
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Monte Carlo
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unit roots
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vector autoregression
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new tests for cointegration
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canonical correlations
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Box-Tiao procedure
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finite samples
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power
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trends
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Tests for Cointegration Based on Canonical Correlation Analysis (English)
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