Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1896253 |
Changed an Item |
||
Property / author | |||
Property / author: Evangelos E. Ioannidis / rank | |||
Normal rank |
Revision as of 04:44, 1 March 2024
scientific article; zbMATH DE number 5026136
Language | Label | Description | Also known as |
---|---|---|---|
English | Extreme Spectra of Var Models and Orders of Near‐Cointegration |
scientific article; zbMATH DE number 5026136 |
Statements
Extreme Spectra of Var Models and Orders of Near‐Cointegration (English)
0 references
24 May 2006
0 references
bivariate autoregression model
0 references
cross-spectrum
0 references
coherence
0 references