Generalized VECM formulation and cointegrating rank determination by Johansen method <Articles>
スポンサーリンク
概要
- 論文の詳細を見る
This paper discusses the issues on what representation can be formulated based on vector autoregressions and how the cointegrating rank can be determined by the well-known Johansen method when the valid derivation of the conventional VECM is not possible. A generalized VECM representation is derived in connection with the cointegrating rank and determining the cointegrating rank by using the Johansen method is proposed under this representation. It is shown that the asymptotics and the procedure used for the rank determination under the conventional VECM are essentially applicable to the present situation.
- 2011-07-20
論文 | ランダム
- 86)たこつぼ心筋症を呈したストレス性心筋障害の3例(第99回日本循環器学会九州地方会)
- 3 stageIV 食道癌切除症例の予後からみた治療方針の検討(第33回日本消化器外科学会総会)
- 大腸多発癌症例の臨床的検討
- 38. 食道癌におけるリンパ節転移の実態とその対策(第38回食道疾患研究会)
- 4. 深達度よりみた食道癌の Natural History(第38回食道疾患研究会)