Testing for common trends

Keyphrases

• Unit Root 100%
• Stochastic Trend 100%
• Common Trends 100%
• Interest Rates 66%
• Vector Auto-regressive 66%
• Autoregressive Representation 66%
• Multiple Time Series 66%
• Eigenvalues 33%
• Linear Combination 33%
• U.S. Data 33%
• Monte Carlo Study 33%
• Nuisance Parameter 33%
• Economic Theory 33%
• Ordinary Least Squares 33%
• Coefficient Matrix 33%
• Economic Time Series 33%
• Common Stochastic Trends 33%
• Cointegrating Vector 33%
• Vector Representation 33%
• Linearly Independent 33%
• Autocorrelation Matrix 33%
• Finite Order 33%
• Federal Funds Rate 33%
• Autocovariance 33%
• Vector Process 33%
• Cointegration 33%
• First-order Autocorrelation 33%
• Treasury Bill Rate 33%
• Observation Theory 33%

Mathematics

• Stochastics 100%
• Matrix (Mathematics) 25%
• Monte Carlo Study 25%
• Eigenvalue 25%
• Least Square 25%
• Linear Combination 25%
• Nuisance Parameter 25%
• Coefficient Matrix 25%
• Term Structure 25%
• Finite Order 25%
• Autocovariance 25%
• Autocorrelation Matrix 25%
• Cointegration 25%

Economics, Econometrics and Finance

• Unit Root 100%
• Time Series 100%
• Economic Theory 33%
• Government Securities 33%
• Key Rate 33%