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Tests for cointegration rank and the initial condition

✍ Scribed by Niklas Ahlgren, Mikael Juselius

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tests for cointegration rank and choice

✍ Giuseppe Cavaliere; Luca Fanelli; Paolo Paruolo 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 690 KB

Maximum Eigenvalue Test for Seasonal Coi

✍ Byeongchan Seong; Sinsup Cho; Sung K. Ahn 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

Tests for Unit Roots and the Initial Con

✍ Ulrich K. Müller; Graham Elliott 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 324 KB

IDENTIFYING COINTEGRATING REGRESSIONS BY

✍ James Davidson 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 67 KB

Inference of Seasonal Cointegration: Gau

✍ Sung K. Ahn; Sinsup Cho; B. Chan Seong 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB

The Likelihood Ratio Test for the Rank o

✍ Paolo Paruolo 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 625 KB