Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058)
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scientific article; zbMATH DE number 6570994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate trend function testing with mixed stationary and integrated disturbances |
scientific article; zbMATH DE number 6570994 |
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Multivariate trend function testing with mixed stationary and integrated disturbances (English)
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20 April 2016
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deterministic trends
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efficient estimation
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fixed-\(b\) asymptotics
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HAC standard error
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multivariate time series
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nearly integrated processes
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seemingly unrelated regression (SUR)
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0.90429133
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0.88744503
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0.85993135
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0.8553034
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0.8531382
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0.85310924
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