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Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process

✍ Scribed by Helmut Lüutkepohl; Pentti Saikkonen; Carsten Trenkler

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for the cointegrating rank of a

✍ Helmut Lütkepohl; Pentti Saikkonen 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 183 KB

Trend Adjustment Prior to Testing for th

✍ Pentti Saikkonen; Helmut Lutkepohl 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 287 KB

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