Testing for the cointegration rank when some cointegrating directions are changing
Year of publication: |
2005
|
---|---|
Authors: | Andrade, Philippe ; Bruneau, Catherine ; Grégoir, Stéphane |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 124.2005, 2, p. 269-310
|
Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Kointegration | Cointegration | Ranking-Verfahren | Ranking method |
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