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Volumn 113, Issue 2, 2003, Pages 201-229

Comparison of tests for the cointegrating rank of a VAR process with a structural shift

Author keywords

Cointegration; Error correction model; Local power; Test size; Vector autoregressive process

Indexed keywords

COMPUTER SIMULATION; ERROR CORRECTION; MATHEMATICAL MODELS; MATHEMATICAL OPERATORS; MATRIX ALGEBRA; REGRESSION ANALYSIS; THEOREM PROVING;

EID: 0242379603     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(02)00200-2     Document Type: Article
Times cited : (36)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.