Statistical inference on cointegration rank in error correction models with stationary covariates
type: Item
instance of: scholarly article
title: Statistical inference on cointegration rank in error correction models with stationary covariates
zbMATH Open document ID: 0962.62086
DOI: 10.1016/S0304-4076(97)00105-X
author: Byeongseon Seo
published in: Journal of Econometrics
publication date: 2001-06-19T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62Q05
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 1326108
zbMATH Keywords: error correction models
zbMATH Keywords: power
zbMATH Keywords: stationary covariates
zbMATH Keywords: cointegration
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1326108