Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing cointegrating coefficients in vector autoregressive error correction models |
scientific article |
Statements
Testing cointegrating coefficients in vector autoregressive error correction models (English)
0 references
13 August 1998
0 references
cointegration
0 references
error correction model
0 references
Granger causality
0 references
chi-square test
0 references
Cauchy distribution
0 references
0 references