Unit Roots, Cointegration, and Pretesting in Var Models (Q3295725): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:54, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit Roots, Cointegration, and Pretesting in Var Models |
scientific article |
Statements
Unit Roots, Cointegration, and Pretesting in Var Models (English)
0 references
10 July 2020
0 references
impulse response functions
0 references
structural VAR
0 references
short/long-run identification
0 references
pretesting
0 references
unit roots
0 references
cointegration
0 references
vector autoregressive (VAR)
0 references
