THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (Q3210028): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.1991.tb00067.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2088379061
@@ Property / OpenAlex ID: W2088379061 / rank @@
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Q4207492
@@ Property / cites work: Q4207492 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
+Normal rank