Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Matei Demetrescu,Helmut Lütkepohl and Pentti Saikkonen
| Year of publication: |
2009
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|---|---|
| Authors: | Demetrescu, Matei ; Lütkepohl, Helmut ; Saikkonen, Pentti |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, 3, p. 414-435
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| Subject: | Theorie | Theory | Kointegration | Cointegration | VAR-Modell | VAR model | Ökonometrisches Modell | Econometric model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003948827