Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (Q4549740)
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scientific article; zbMATH DE number 1790623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process |
scientific article; zbMATH DE number 1790623 |
Statements
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (English)
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23 October 2002
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cointegration
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local power analysis
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vector autoregressive process
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