MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS (Q2716476)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS |
scientific article |
Statements
MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS (English)
0 references
2 September 2001
0 references
cointegration
0 references
triangular systems
0 references
vector autoregressions
0 references
log-likelihood ratio
0 references
