Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
scientific article |
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80
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6
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2667-2732
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2012
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8 November 2013
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Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (English)
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cofractional processes
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cointegration rank
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fractional cointegration
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likelihood inference
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vector autoregressive model
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