Testing for the cointegrating rank of a VAR process with a time trend (Q1971792)
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: Testing for the cointegrating rank of a VAR process with a time trend |
scientific article; zbMATH DE number 1423259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the cointegrating rank of a VAR process with a time trend |
scientific article; zbMATH DE number 1423259 |
Statements
Testing for the cointegrating rank of a VAR process with a time trend (English)
0 references
3 October 2001
0 references
cointegration
0 references
vector autoregressive process
0 references
asymptotic inference
0 references
rank test
0 references
Lagrange multiplier test
0 references
0 references
0 references
0 references
0.96197844
0 references
0.9570823
0 references
0.9513271
0 references
0.9503027
0 references
0.94735783
0 references
