scientific article; zbMATH DE number 1329169

zbMath0941.91060MaRDI QIDQ4257540

D. S. Poskitt, Helmut Lütkekpohl

Publication date: 7 August 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

cointegration rankvector autoregressive model

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER ⋮ A simple cointegrating rank test without vector autoregression

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