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Testing for the cointegrating rank of a VAR process with a time trend

✍ Scribed by Helmut Lütkepohl; Pentti Saikkonen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Trend Adjustment Prior to Testing for th

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

Maximum eigenvalue versus trace tests fo

✍ Helmut Lüutkepohl; Pentti Saikkonen; Carsten Trenkler 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 548 KB

The Effect of Linear Time Trends on the

✍ Uwe Hassler 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 153 KB

A Direct Test for Cointegration Between

✍ STEPHEN J. LEYBOURNE; PAUL NEWBOLD; DIMITRIOS VOUGAS; TAE-HWAN KIM 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 157 KB

A Small Sample Correction for the Test o

✍ Søren Johansen 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 246 KB

A model of fractional cointegration, and

✍ James Davidson 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 228 KB