Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437)
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scientific article; zbMATH DE number 1326120
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| English | Inference in possibly integrated vector autoregressive models: Some finite sample evidence |
scientific article; zbMATH DE number 1326120 |
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Inference in possibly integrated vector autoregressive models: Some finite sample evidence (English)
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19 June 2001
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vector autoregressions
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cointegration
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unit roots
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Granger causality
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0.9337728
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0.8926111
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0.89186823
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0.87949896
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