Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
type: Item
instance of: scholarly article
title: Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
zbMATH Open document ID: 0746.62105
DOI: 10.1016/0304-4076(92)90081-2
author: Bruce E. Hansen
published in: Journal of Econometrics
publication date: 1992-09-27T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 63597
zbMATH Keywords: time series
zbMATH Keywords: least squares estimation
zbMATH Keywords: cointegrated models
zbMATH Keywords: deterministic trends
zbMATH Keywords: chi-square test
zbMATH Keywords: validity of trend exclusion
zbMATH Keywords: regressor trends
zbMATH Keywords: estimation detrending methods
MaRDI profile type: Publication
full work available at URL: 0304-4076(92)90081-2
OpenAlex ID: W2037331515
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description: scientific article; zbMATH DE number 63597