Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present (Q5093219)
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scientific article; zbMATH DE number 7563576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present |
scientific article; zbMATH DE number 7563576 |
Statements
Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present (English)
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26 July 2022
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cointegrating rank
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smooth transition trend model
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trend breaks
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von Neumann ratio
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0.8511982
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0.8465128
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0.8311717
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0.82607675
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0.82546365
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0.8187188
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0.8182571
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