Statistical analysis of cointegration vectors (Q1104685): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of cointegration vectors |
scientific article |
Statements
Statistical analysis of cointegration vectors (English)
0 references
1988
0 references
chi-square test
0 references
nonstationary vector autoregressive process
0 references
Gaussian errors
0 references
maximum likelihood estimator
0 references
cointegration vectors
0 references
likelihood ratio test
0 references
linear hypotheses
0 references
