A survey of exogeneity in vector error correction models (Q2197390)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A survey of exogeneity in vector error correction models |
scientific article |
Statements
A survey of exogeneity in vector error correction models (English)
0 references
31 August 2020
0 references
VAR models
0 references
VAR-ECM
0 references
cointegration
0 references
canonical representation
0 references
weak exogeneity
0 references
exogeneity
0 references
non causality
0 references
0 references
0 references
0 references
0 references
0 references