Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses
Mitsuhiro Odaki (Department of Economics, Hiroshima University)
| Year of publication: |
November 2015
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|---|---|
| Authors: | Odaki, Mitsuhiro |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 136.2015, p. 187-189
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| Subject: | Cointegration rank tests | Finite lag-order vector autoregressive approximations | Alternative hypotheses | Divergence rate | Kointegration | Cointegration | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.09.028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011436092