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Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process

Lutkepohl, Helmut et al

Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process J5708 2001 - 2001 - 287-310 V. 4 Issue. 2

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Cointegration;Local power analysis;Vector autoregressive process;

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