Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Year of publication: |
2009
|
---|---|
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
|
Subject: | Theorie | Theory | Kointegration | Cointegration | VAR-Modell | VAR model | Ökonometrisches Modell | Econometric model | Zeitreihenanalyse | Time series analysis |
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