Stochastic cointegration: estimation and inference. (Q1867746)
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scientific article; zbMATH DE number 1891728
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic cointegration: estimation and inference. |
scientific article; zbMATH DE number 1891728 |
Statements
Stochastic cointegration: estimation and inference. (English)
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2 April 2003
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Stochastic cointegration
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Heteroscedastic integration and cointegration
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Instrumental variables
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0.8446661829948425
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0.8424164056777954
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0.823521077632904
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0.8188905119895935
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0.8182215690612793
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