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

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Revision as of 10:11, 5 March 2024

scientific article
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THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS
scientific article

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    THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (English)
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    1991
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    unit roots
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    stationary invertible zero-mean ARMA process
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    integration
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    cointegration
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    vector autoregression models
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    examples
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