Structural vector autoregressive analysis for cointegrated variables (Q862780): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q465649 |
Changed an Item |
||
Property / author | |||
Property / author: Helmut Lütkepohl / rank | |||
Normal rank |
Revision as of 04:09, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Structural vector autoregressive analysis for cointegrated variables |
scientific article |
Statements
Structural vector autoregressive analysis for cointegrated variables (English)
0 references
24 January 2007
0 references
cointegration
0 references
vector autoregressive process
0 references
vector error correction model
0 references