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


Trenkler, Carsten ; Lütkepohl, Helmut ; Saikkonen, Pentti



Document Type: Article
Year of publication: 2001
The title of a journal, publication series: The Econometrics Journal
Volume: 4
Issue number: 2
Page range: 287-310
Place of publication: Oxford
Publishing house: Blackwell
ISSN: 1368-4221
Publication language: English
Institution: School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Lütkepohl, Helmut ; Saikkonen, Pentti (2001) Maximum Eigenvalue versus Trace Tests for the Cointegrating Rank of a VAR Process. The Econometrics Journal Oxford 4 2 287-310 [Article]


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