Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145)
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scientific article; zbMATH DE number 7087243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary Cointegration in the Fractionally Cointegrated VAR Model |
scientific article; zbMATH DE number 7087243 |
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Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (English)
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30 July 2019
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cointegration
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fractional integration
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likelihood inference
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vector autoregressive model
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