Inference of Vector Autoregressive Models With Cointegration and Scalar Components (Q4366073): Difference between revisions
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Latest revision as of 02:29, 20 March 2024
scientific article; zbMATH DE number 1089382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference of Vector Autoregressive Models With Cointegration and Scalar Components |
scientific article; zbMATH DE number 1089382 |
Statements
1997
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Cofeature, Gaussian estimation
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Nested reduced rank
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Partially nonstationary
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Serial correlation common feature
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Inference of Vector Autoregressive Models With Cointegration and Scalar Components (English)
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