Co-Integration and Error Correction: Representation, Estimation, and Testing (Q4720635): 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 17:03, 5 March 2024
scientific article; zbMATH DE number 3992749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Co-Integration and Error Correction: Representation, Estimation, and Testing |
scientific article; zbMATH DE number 3992749 |
Statements
Co-Integration and Error Correction: Representation, Estimation, and Testing (English)
0 references
1987
0 references
multivariate time series
0 references
Dickey-Fuller tests
0 references
co-integration
0 references
error correction models
0 references
estimation
0 references
long-run equilibrium
0 references
representation theorem
0 references
testing for unit roots
0 references
critical values
0 references
