Regression-based analysis of cointegration systems (Q2346014)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regression-based analysis of cointegration systems |
scientific article |
Statements
Regression-based analysis of cointegration systems (English)
0 references
29 May 2015
0 references
cointegrating space
0 references
Phillips' triangular form
0 references
Johansen's methodology
0 references
regression-based cointegration testing
0 references
0 references
0 references