Robust Cointegration Testing in the Presence...
URL: https://essec.hal.science/hal-00914830
Dataset description:
Standard tests for the rank of cointegration of a vector autoregressive process present distributions that are affected by the presence of deterministic trends. We consider the...
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Additional Information
| Field | Value |
|---|---|
| Data last updated | unknown |
| Metadata last updated | May 7, 2026 |
| Created | unknown |
| Format | HTML |
| License | https://about.hal.science/hal-authorisation-v1/, info:eu-repo/semantics/OpenAccess |
| Created | 2 months ago |
| Id | c863dfda-e0c2-4eb8-bcfc-c47522dd51dc |
| Package id | oai-hal-hal-00914830v1 |
| Resource type | HTML |
| State | active |