Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515): Difference between revisions
From MaRDI portal
Latest revision as of 11:38, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Cointegration in partial systems and the efficiency of single-equation analysis |
scientific article |
Statements
Cointegration in partial systems and the efficiency of single-equation analysis (English)
0 references
27 September 1992
0 references
partial maximum likelihood estimator
0 references
VAR model
0 references
cointegration relations
0 references
partially modelled system
0 references
weak exogeneity
0 references
0 references