Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs (Q5077946)
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scientific article; zbMATH DE number 7529892
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| English | Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs |
scientific article; zbMATH DE number 7529892 |
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Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs (English)
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20 May 2022
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johansen cointegration rank tests
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local alternative hypotheses
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drift
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linear trend
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