Inference in heavy-tailed vector error correction models (Q2294452)
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scientific article; zbMATH DE number 7165920
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| English | Inference in heavy-tailed vector error correction models |
scientific article; zbMATH DE number 7165920 |
Statements
Inference in heavy-tailed vector error correction models (English)
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11 February 2020
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full rank LSE
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cointegration
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heavy-tailed random vector
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reduced rank LSE
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0.7423728704452515
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0.7386407256126404
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0.7301656603813171
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0.7271198034286499
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0.722101628780365
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