Tests for cointegration rank and choice of the alternative (Q734469)
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scientific article; zbMATH DE number 5614358
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| English | Tests for cointegration rank and choice of the alternative |
scientific article; zbMATH DE number 5614358 |
Statements
Tests for cointegration rank and choice of the alternative (English)
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13 October 2009
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cointegration rank
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likelihood ratio
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asymptotic power
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unit roots
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Brownian motion
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0.8650796413421631
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0.8553213477134705
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0.8427286744117737
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0.8332048654556274
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0.8316699266433716
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