On the existence of the moments of the asymptotic trace statistic
Year of publication: |
2009
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Authors: | Örsal, Deniz Dilan Karaman ; Droge, Bernd |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Kointegration | VAR-Modell | Statistischer Test | Theorie | Cointegration | trace statistic | asymptotic moments | uniform integrability |
Series: | SFB 649 Discussion Paper ; 2009,012 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 594007143 [GVK] hdl:10419/25328 [Handle] |
Classification: | C32 - Time-Series Models ; C33 - Models with Panel Data ; C12 - Hypothesis Testing |
Source: |
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On the Existence of the Moments of the Asymptotic Trace Statistic
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