Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:29, 7 February 2024
scientific article; zbMATH DE number 2154809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying, estimating and testing restricted cointegrated systems: An overview |
scientific article; zbMATH DE number 2154809 |
Statements
Identifying, estimating and testing restricted cointegrated systems: An overview (English)
0 references
11 April 2005
0 references
error correction models
0 references
maximum likelihood
0 references
likelihood ratio test
0 references
asymptotic mixed normal distribution
0 references
money demand
0 references
reduced rank regression
0 references
