Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (Q1787431)
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scientific article; zbMATH DE number 6947549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for cointegration in \(I(1)\) state space systems via a finite order approximation |
scientific article; zbMATH DE number 6947549 |
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Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (English)
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5 October 2018
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\(I(1)\) state space systems
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vector autoregressive approximation
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0.9059271
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0.88352215
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0.88312435
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0.87720317
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