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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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