Subsampling vector autoregressive tests of linear constraints (Q261882): Difference between revisions
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| Property / author: M. Dambrine / rank | |||
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| Property / Mathematics Subject Classification ID: 62M07 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62D05 / rank | |||
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| Property / zbMATH DE Number: 6560396 / rank | |||
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| Property / zbMATH Keywords | |||
subsampling | |||
| Property / zbMATH Keywords: subsampling / rank | |||
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vector autoregression | |||
| Property / zbMATH Keywords: vector autoregression / rank | |||
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causality | |||
| Property / zbMATH Keywords: causality / rank | |||
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cointegration | |||
| Property / zbMATH Keywords: cointegration / rank | |||
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unit roots | |||
| Property / zbMATH Keywords: unit roots / rank | |||
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Revision as of 14:36, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling vector autoregressive tests of linear constraints |
scientific article |
Statements
Subsampling vector autoregressive tests of linear constraints (English)
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24 March 2016
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subsampling
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vector autoregression
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causality
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cointegration
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unit roots
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