Weak exogeneity in \(I(2)\) VAR systems (Q1808548)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak exogeneity in I(2) VAR systems |
scientific article; zbMATH DE number 1369426
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Weak exogeneity in \(I(2)\) VAR systems |
scientific article; zbMATH DE number 1369426 |
Statements
Weak exogeneity in \(I(2)\) VAR systems (English)
0 references
25 November 1999
0 references
vector autoregressive systems
0 references
unit roots
0 references
multi-cointegration
0 references
I(2)
0 references
weak exogeneity
0 references
0 references
0.8487155437469482
0 references
0.8282171487808228
0 references
0.8135536313056946
0 references
0.8054301738739014
0 references
