✦ LIBER ✦

Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes

✍ Scribed by Ritva Luukkonen, Antti Ripatti and Pentti Saikkonen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Efficient Estimation Of Cointegrating Ve

✍ Nikitas Pittis 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 414 KB

Estimation and Hypothesis Testing of Coi

✍ Johansen, Soren 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB

Trend Adjustment Prior to Testing for th

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

Testing for the cointegrating rank of a

✍ Matei Demetrescu; Helmut Lütkepohl; Pentti Saikkonen 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 198 KB

A comparison of tests of linear hypothes

✍ Zacharias Psaradakis 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 525 KB

A “maximum-eigenvalue” test for the coin

✍ Heino Bohn Nielsen 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 153 KB