Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683)
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scientific article; zbMATH DE number 1342903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for \(r\) versus \(r-1\) cointegrating vectors |
scientific article; zbMATH DE number 1342903 |
Statements
Testing for \(r\) versus \(r-1\) cointegrating vectors (English)
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1999
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Cointegration test
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Noninvertible moving average
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Unit roots
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ARMA estimation
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Johansen test
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