Cointegration in large VARs (Q2148991)
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scientific article; zbMATH DE number 7547943
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Cointegration in large VARs |
scientific article; zbMATH DE number 7547943 |
Statements
Cointegration in large VARs (English)
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24 June 2022
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vector autoregressive process (VAR)
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cointegration
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high-dimensional VAR
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Jacobi ensemble
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Johansen test
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0.8532039523124695
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0.8214722871780396
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0.7978830933570862
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0.7975293397903442
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0.7915393710136414
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