Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (Q5966603): Difference between revisions
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Latest revision as of 19:15, 19 March 2024
scientific article; zbMATH DE number 34100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models |
scientific article; zbMATH DE number 34100 |
Statements
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (English)
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28 June 1992
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Gaussian vector autoregressive models
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mean drift
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seasonal dummy variables
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VAR model
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nonparametric spectral regression
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