A lag augmentation test for the cointegrating rank of a VAR process (Q1285813)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A lag augmentation test for the cointegrating rank of a VAR process |
scientific article; zbMATH DE number 1281233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lag augmentation test for the cointegrating rank of a VAR process |
scientific article; zbMATH DE number 1281233 |
Statements
A lag augmentation test for the cointegrating rank of a VAR process (English)
0 references
28 April 1999
0 references
asymptotic inference
0 references
cointegration
0 references
vector autoregressive process
0 references
