Statistical inference in vector autoregressions with possibly integrated processes (Q1347103): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 13:54, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference in vector autoregressions with possibly integrated processes |
scientific article |
Statements
Statistical inference in vector autoregressions with possibly integrated processes (English)
0 references
6 June 1995
0 references
cointegration
0 references
hypothesis testing
0 references
unit roots
0 references
vector autoregressions
0 references
lag selection procedure
0 references
