Common trends and cycles in I(2) VAR systems (Q291631): Difference between revisions
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common features | |||
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cointegration | |||
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common cycles | |||
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I(2) | |||
| Property / zbMATH Keywords: I(2) / rank | |||
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reduced rank regression | |||
| Property / zbMATH Keywords: reduced rank regression / rank | |||
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Revision as of 20:55, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common trends and cycles in I(2) VAR systems |
scientific article |
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Common trends and cycles in I(2) VAR systems (English)
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10 June 2016
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common features
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cointegration
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common cycles
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I(2)
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reduced rank regression
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