Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Year of publication: |
2001
|
---|---|
Authors: | LÜTKEPOHL, HELMUT ; SAIKKONEN, PENTTI ; TRENKLER, CARSTEN |
Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 4.2001, 2, p. 8-8
|
Publisher: |
Royal Economic Society - RES |
Subject: | Cointegration | Local power analysis | Vector autoregressive process |
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