Testing for the cointegrating rank of a var process with an intercept

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: Econometric theory, Band 16, Ausgabe 3, Seite 373-406, 2000

Keyword: Zeitreihenanalyse
Kausalanalyse

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 2023

Creator: Saikkonen, Pentti
Lütkepohl, Helmut

DOI: 10.1017/S0266466600163042

URN: urn:nbn:de:kobv:11-110-18452/28445-9

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:25 AM CEST

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Saikkonen, Pentti
Lütkepohl, Helmut
Humboldt-Universität zu Berlin

Time of origin

2023

Other Objects (12)

Testing for the Cointegrating Rank of a VAR Process with an Intercept

Order Selection in Testing for the Cointegrating Rank of a VAR Process

Testing for the Cointegrating Rank of a VAR Process with Structural Shifts

Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process

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An alternative approach to univariate and multivariate time series analysis

Bootstrapping Impulse Responses in VAR Analyses

Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process

Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process

Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift

Testing for Identificationin SVAR-GARCH Models

Testing for the Cointegrating Rank of a VAR Process with an Intercept

Order Selection in Testing for the Cointegrating Rank of a VAR Process

Testing for the Cointegrating Rank of a VAR Process with Structural Shifts

Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process

Hochschulschrift

An alternative approach to univariate and multivariate time series analysis

Bootstrapping Impulse Responses in VAR Analyses

Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process

Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process

Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift

Testing for Identificationin SVAR-GARCH Models

Testing for the Cointegrating Rank of a VAR Process with an Intercept

Order Selection in Testing for the Cointegrating Rank of a VAR Process

Testing for the Cointegrating Rank of a VAR Process with Structural Shifts

Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process

Hochschulschrift

An alternative approach to univariate and multivariate time series analysis

Bootstrapping Impulse Responses in VAR Analyses

Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process

Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process

Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift

Testing for Identificationin SVAR-GARCH Models

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Testing for the cointegrating rank of a var process with an intercept

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Other Objects (12)

Testing for the Cointegrating Rank of a VAR Process with an Intercept

Order Selection in Testing for the Cointegrating Rank of a VAR Process

Testing for the Cointegrating Rank of a VAR Process with Structural Shifts

Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process

An alternative approach to univariate and multivariate time series analysis

Bootstrapping Impulse Responses in VAR Analyses

Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process

Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process

Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift

Testing for Identificationin SVAR-GARCH Models

Testing for the Cointegrating Rank of a VAR Process with an Intercept

Order Selection in Testing for the Cointegrating Rank of a VAR Process

Testing for the Cointegrating Rank of a VAR Process with Structural Shifts

Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process

An alternative approach to univariate and multivariate time series analysis

Bootstrapping Impulse Responses in VAR Analyses

Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process

Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process

Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift

Testing for Identificationin SVAR-GARCH Models

Testing for the Cointegrating Rank of a VAR Process with an Intercept

Order Selection in Testing for the Cointegrating Rank of a VAR Process

Testing for the Cointegrating Rank of a VAR Process with Structural Shifts

Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process

An alternative approach to univariate and multivariate time series analysis

Bootstrapping Impulse Responses in VAR Analyses

Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process

Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process

Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift

Testing for Identificationin SVAR-GARCH Models

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