{"id":"https://openalex.org/W2082179565","doi":"https://doi.org/10.1007/s10260-007-0084-2","title":"Tests for cointegration rank and choice of the alternative","display_name":"Tests for cointegration rank and choice of the alternative","publication_year":2007,"publication_date":"2007-12-17","ids":{"openalex":"https://openalex.org/W2082179565","doi":"https://doi.org/10.1007/s10260-007-0084-2","mag":"2082179565"},"language":"en","primary_location":{"id":"doi:10.1007/s10260-007-0084-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10260-007-0084-2","pdf_url":null,"source":{"id":"https://openalex.org/S155615518","display_name":"Statistical Methods & Applications","issn_l":"1121-9130","issn":["1121-9130","1613-981X","1618-2510","2385-264X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistical Methods and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068883981","display_name":"Giuseppe Cavaliere","orcid":"https://orcid.org/0000-0002-2856-0005"},"institutions":[{"id":"https://openalex.org/I9360294","display_name":"University of Bologna","ror":"https://ror.org/01111rn36","country_code":"IT","type":"education","lineage":["https://openalex.org/I9360294"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Giuseppe Cavaliere","raw_affiliation_strings":["Department of Statistical Sciences, University of Bologna, Bologna, Italy","University of Bologna"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistical Sciences, University of Bologna, Bologna, Italy","institution_ids":["https://openalex.org/I9360294"]},{"raw_affiliation_string":"University of Bologna","institution_ids":["https://openalex.org/I9360294"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5064130874","display_name":"Luca Fanelli","orcid":"https://orcid.org/0000-0001-5351-2876"},"institutions":[{"id":"https://openalex.org/I9360294","display_name":"University of Bologna","ror":"https://ror.org/01111rn36","country_code":"IT","type":"education","lineage":["https://openalex.org/I9360294"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Luca Fanelli","raw_affiliation_strings":["Department of Statistical Sciences, University of Bologna, Bologna, Italy","University of Bologna"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistical Sciences, University of Bologna, Bologna, Italy","institution_ids":["https://openalex.org/I9360294"]},{"raw_affiliation_string":"University of Bologna","institution_ids":["https://openalex.org/I9360294"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5014558527","display_name":"Paolo Paruolo","orcid":"https://orcid.org/0000-0002-3982-4889"},"institutions":[{"id":"https://openalex.org/I115752224","display_name":"University of Insubria","ror":"https://ror.org/00s409261","country_code":"IT","type":"education","lineage":["https://openalex.org/I115752224"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Paolo Paruolo","raw_affiliation_strings":["Department of Economics, University of Insubria, Varese, Italy","(University of Insubria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Insubria, Varese, Italy","institution_ids":["https://openalex.org/I115752224"]},{"raw_affiliation_string":"(University of Insubria","institution_ids":["https://openalex.org/I115752224"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5068883981"],"corresponding_institution_ids":["https://openalex.org/I9360294"],"apc_list":{"value":3290,"currency":"USD","value_usd":3290},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.23607285,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"18","issue":"2","first_page":"169","last_page":"191"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11742","display_name":"Economic Theory and Policy","score":0.9869999885559082,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.9825999736785889,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7367568016052246},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7109159231185913},{"id":"https://openalex.org/keywords/rank","display_name":"Rank (graph theory)","score":0.7024288177490234},{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.667945146560669},{"id":"https://openalex.org/keywords/cointegration","display_name":"Cointegration","score":0.5376843810081482},{"id":"https://openalex.org/keywords/null-hypothesis","display_name":"Null hypothesis","score":0.5290091633796692},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.5196284651756287},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5096070766448975},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4891972541809082},{"id":"https://openalex.org/keywords/null","display_name":"Null (SQL)","score":0.4612608551979065},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.4609653651714325},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.2147168219089508},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1154746413230896}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7367568016052246},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7109159231185913},{"id":"https://openalex.org/C164226766","wikidata":"https://www.wikidata.org/wiki/Q7293202","display_name":"Rank (graph theory)","level":2,"score":0.7024288177490234},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.667945146560669},{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.5376843810081482},{"id":"https://openalex.org/C191988596","wikidata":"https://www.wikidata.org/wiki/Q628374","display_name":"Null hypothesis","level":2,"score":0.5290091633796692},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.5196284651756287},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5096070766448975},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4891972541809082},{"id":"https://openalex.org/C203763787","wikidata":"https://www.wikidata.org/wiki/Q371029","display_name":"Null (SQL)","level":2,"score":0.4612608551979065},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.4609653651714325},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.2147168219089508},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1154746413230896},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10260-007-0084-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10260-007-0084-2","pdf_url":null,"source":{"id":"https://openalex.org/S155615518","display_name":"Statistical Methods & Applications","issn_l":"1121-9130","issn":["1121-9130","1613-981X","1618-2510","2385-264X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistical Methods and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:stmapp:v:18:y:2009:i:2:p:169-191","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10260-007-0084-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:cris.unibo.it:11585/77985","is_oa":false,"landing_page_url":"http://hdl.handle.net/11585/77985","pdf_url":null,"source":{"id":"https://openalex.org/S4306402579","display_name":"Archivio istituzionale della ricerca (Alma Mater Studiorum Universit\u00e0 di Bologna)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210117483","host_organization_name":"Istituto di Ematologia di Bologna","host_organization_lineage":["https://openalex.org/I4210117483"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:irinsubria.uninsubria.it:11383/6012","is_oa":false,"landing_page_url":"http://hdl.handle.net/11383/6012","pdf_url":null,"source":{"id":"https://openalex.org/S4377196351","display_name":"IrInSubria (University of Insubria)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I115752224","host_organization_name":"University of Insubria","host_organization_lineage":["https://openalex.org/I115752224"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W32151715","https://openalex.org/W1964994683","https://openalex.org/W1979673437","https://openalex.org/W1999913350","https://openalex.org/W2004021760","https://openalex.org/W2034707435","https://openalex.org/W2037380287","https://openalex.org/W2050342637","https://openalex.org/W2056598140","https://openalex.org/W2059551609","https://openalex.org/W2082824263","https://openalex.org/W2113929160","https://openalex.org/W2114499656","https://openalex.org/W2121387990","https://openalex.org/W2131733003","https://openalex.org/W2141295111","https://openalex.org/W2802739963","https://openalex.org/W4230206799","https://openalex.org/W4299533062","https://openalex.org/W6750901960"],"related_works":["https://openalex.org/W4306992803","https://openalex.org/W2022381426","https://openalex.org/W4306992794","https://openalex.org/W4306992806","https://openalex.org/W2590542766","https://openalex.org/W4239137652","https://openalex.org/W1999826675","https://openalex.org/W2979681497","https://openalex.org/W2369782938","https://openalex.org/W3116655723"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2016-06-24T00:00:00"}