A survey of exogeneity in vector error correction models (Q2197390)
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scientific article; zbMATH DE number 7242052
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| English | A survey of exogeneity in vector error correction models |
scientific article; zbMATH DE number 7242052 |
Statements
A survey of exogeneity in vector error correction models (English)
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31 August 2020
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VAR models
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VAR-ECM
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cointegration
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canonical representation
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weak exogeneity
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exogeneity
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non causality
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0.8586968183517456
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0.8547974228858948
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0.8505500555038452
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0.8166843056678772
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0.8166843056678772
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