Recursive adjustment for general deterministic components and improved cointegration rank tests
type: Item
instance of: scholarly article
title: Recursive adjustment for general deterministic components and improved cointegration rank tests
zbMATH Open document ID: 1499.62299
author: Benjamin Born
author: Matei Demetrescu
published in: Journal of Time Series Econometrics
publication date: 2018-02-07T00:00:00Z
full work available at URL: https://www.degruyter.com/view/j/jtse.2015.7.issue-2/jtse-2013-0005/jtse-2013-0005.xml
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6835914
zbMATH Keywords: adaptive detrending
zbMATH Keywords: vector autoregressive process
zbMATH Keywords: long-run relation
zbMATH Keywords: LR-type test
MaRDI profile type: Publication
OpenAlex ID: W1979194599
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DOI: 10.1515/JTSE-2013-0005
description: scientific article; zbMATH DE number 6835914