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Statistical inference on cointegration rank in error correction models with stationary covariates
Byeongseon Seo
Research output
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Contribution to journal
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Article
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peer-review
20
Citations (Scopus)
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Dive into the research topics of 'Statistical inference on cointegration rank in error correction models with stationary covariates'. Together they form a unique fingerprint.
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Business & Economics
Cointegration
100%
Statistical Inference
80%
Error Correction Model
60%
Covariates
57%
Canonical Correlation
54%
Likelihood Ratio Statistic
28%
Rank Test
25%
Inference
15%
Mathematics
Error Correction Model
93%
Cointegration
79%
Statistical Inference
55%
Canonical Correlation
50%
Covariates
48%
Chi-squared distribution
25%
Rank Test
23%
Likelihood Ratio Statistic
22%
Arts & Humanities
Statistical Inference
68%
Error Correction Model
60%
Cointegration
49%
Likelihood Ratio
29%
Equations
17%
Statistics
16%
Inference
15%
Engineering & Materials Science
Error correction
60%
Statistics
42%