Testing for the cointegrating rank of a VAR process with a time trend
type: Item
instance of: scholarly article
title: Testing for the cointegrating rank of a VAR process with a time trend
zbMATH Open document ID: 0970.62055
DOI: 10.1016/S0304-4076(99)00035-4
author: Pentti Saikkonen
author: Helmut Lütkepohl
published in: Journal of Econometrics
publication date: 2001-10-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1423259
zbMATH Keywords: cointegration
zbMATH Keywords: vector autoregressive process
zbMATH Keywords: asymptotic inference
zbMATH Keywords: rank test
zbMATH Keywords: Lagrange multiplier test
MaRDI profile type: Publication
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full work available at URL: s0304-4076(99)00035-4
OpenAlex ID: W2092985583
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description: scientific article; zbMATH DE number 1423259