Unit Roots, Cointegration, and Pretesting in Var Models (Q3295725): Difference between revisions
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Revision as of 10:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit Roots, Cointegration, and Pretesting in Var Models |
scientific article |
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Unit Roots, Cointegration, and Pretesting in Var Models (English)
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10 July 2020
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impulse response functions
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structural VAR
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short/long-run identification
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pretesting
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unit roots
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cointegration
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vector autoregressive (VAR)
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