MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS (Q2716476)
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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)
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2 September 2001
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cointegration
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triangular systems
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vector autoregressions
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log-likelihood ratio
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