Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (Q5966603): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:10, 30 January 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)
0 references
28 June 1992
0 references
Gaussian vector autoregressive models
0 references
mean drift
0 references
seasonal dummy variables
0 references
VAR model
0 references
nonparametric spectral regression
0 references
