Testing for the cointegrating rank of a conditional vector autoregressive process with a linear time trend

Testing for the cointegrating rank of a conditional vector autoregressive process with a linear time trend

datePublished

• 2000

identifier

• propertyID: FI-FENNI value: 680764
• propertyID: FI-MELINDA value: 001030945
• propertyID: skl value: fx680764

isbn

• 9514595858

isPartOf

• Fennica
• Hels. yliop. kansantal.t. laitoksen keskustelual. (1974)

name

• Testing for the cointegrating rank of a conditional vector autoregressive process with a linear time trend

numberOfPages

• 50 s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Helsinki organizer: Helsingin yliopisto

publisher

• Helsingin yliopisto