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

DOI10.1080/02664760410001681774zbMATH Open1121.62487OpenAlexW2057841071MaRDI QIDQ3591925FDOQ3591925

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

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zbMATH Keywords

cointegrationvector autoregressive process

Mathematics Subject Classification ID

Statistics (62-XX)

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