Structural vector autoregressive analysis for cointegrated variables (Q862780): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10182-006-0222-4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3147294950 / rank | |||
Normal rank |
Revision as of 23:56, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Structural vector autoregressive analysis for cointegrated variables |
scientific article |
Statements
Structural vector autoregressive analysis for cointegrated variables (English)
0 references
24 January 2007
0 references
cointegration
0 references
vector autoregressive process
0 references
vector error correction model
0 references