Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610)
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scientific article; zbMATH DE number 5026136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme Spectra of Var Models and Orders of Near‐Cointegration |
scientific article; zbMATH DE number 5026136 |
Statements
Extreme Spectra of Var Models and Orders of Near‐Cointegration (English)
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24 May 2006
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bivariate autoregression model
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cross-spectrum
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coherence
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