A simple cointegrating rank test without vector autoregression (Q5959569)
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scientific article; zbMATH DE number 1719990
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple cointegrating rank test without vector autoregression |
scientific article; zbMATH DE number 1719990 |
Statements
A simple cointegrating rank test without vector autoregression (English)
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30 June 2002
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long-run variance
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spectrum estimation
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unit roots
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variance ratio
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cointegration
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0.8693765997886658
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0.8426114320755005
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0.8390949964523315
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0.8339110612869263
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0.8338475823402405
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