Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Year of publication: |
2001
|
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Authors: | Lütkepohl, Helmut ; Saikkonen, Pentti ; Trenkler, Carsten |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 4.2001, 4, p. 287-310
|
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Statistischer Test | Statistical test | Theorie | Theory |
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