A Multivariate Unit Root Test Based on the Modified Weighted Symmetric Estimator for VAR(p)

DOI10.1080/02664760410001681774MaRDI QIDQ3591925zbMATH OpenOpenAlexFDO

Authors Key I. Shin

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760410001681774

zbMATH Keywords

cointegrationvector autoregressive process

Mathematics Subject Classification ID

Statistics (62-XX)

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