光博 小瀧
Abstract
to compensate the limitation of the Johansen's LR test.Among these, Saikkonen and Luukkonen (1997) studied applicability of the Johansen's LR test (and its methodology) to the DGPs represented as infinite lag COINTEGRATION RANK TESTS IN INFINITE ORDER VECTOR AUTOREGRESSIVE PROCESSES MITSUHIRO ODAKI
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
to compensate the limitation of the Johansen's LR test.Among these, Saikkonen and Luukkonen (1997) studied applicability of the Johansen's LR test (and its methodology) to the DGPs represented as infinite lag COINTEGRATION RANK TESTS IN INFINITE ORDER VECTOR AUTOREGRESSIVE PROCESSES MITSUHIRO ODAKI
Key concepts: Cointegration, Autoregressive model, Econometrics, Rank (graph theory), SETAR, Mathematics, Order (exchange), Applied mathematics