Some identification problems in the cointegrated vector autoregressive model (Q736675): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q222918 |
Changed an Item |
||
| Property / author | |||
| Property / author: Søren Glud Johansen / rank | |||
Normal rank | |||
Revision as of 15:28, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some identification problems in the cointegrated vector autoregressive model |
scientific article |
Statements
Some identification problems in the cointegrated vector autoregressive model (English)
0 references
4 August 2016
0 references
identification
0 references
cointegration
0 references
common trends
0 references
asymptotic distribution
0 references
