Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||||||||||||||
| Property / DOI | |||||||||||||||
| Property / DOI: 10.3982/ECTA9299 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / publication date | |||||||||||||||
8 November 2013
| |||||||||||||||
| Property / publication date: 8 November 2013 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / title | |||||||||||||||
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (English) | |||||||||||||||
| Property / title: Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Open document ID | |||||||||||||||
| Property / zbMATH Open document ID: 1274.62598 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Søren Glud Johansen / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Morten Ørregaard Nielsen / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 60G22 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62F10 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 6224066 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
cofractional processes | |||||||||||||||
| Property / zbMATH Keywords: cofractional processes / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
cointegration rank | |||||||||||||||
| Property / zbMATH Keywords: cointegration rank / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
fractional cointegration | |||||||||||||||
| Property / zbMATH Keywords: fractional cointegration / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
likelihood inference | |||||||||||||||
| Property / zbMATH Keywords: likelihood inference / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
vector autoregressive model | |||||||||||||||
| Property / zbMATH Keywords: vector autoregressive model / rank | |||||||||||||||
Normal rank | |||||||||||||||
Revision as of 19:44, 21 August 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
scientific article |
Statements
80
0 references
6
0 references
2667-2732
0 references
2012
0 references
8 November 2013
0 references
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (English)
0 references
cofractional processes
0 references
cointegration rank
0 references
fractional cointegration
0 references
likelihood inference
0 references
vector autoregressive model
0 references
