2015•Economics LettersRequires access

Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses

Mitsuhiro Odaki

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Key concepts: Autoregressive model, Cointegration, Rank (graph theory), Divergence (linguistics), Econometrics, Mathematics, Applied mathematics, Statistics

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Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses — Research Paper | ScholarLens