Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:51, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Inference in possibly integrated vector autoregressive models: Some finite sample evidence |
scientific article |
Statements
Inference in possibly integrated vector autoregressive models: Some finite sample evidence (English)
0 references
19 June 2001
0 references
vector autoregressions
0 references
cointegration
0 references
unit roots
0 references
Granger causality
0 references