Regression-based analysis of cointegration systems (Q2346014)
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scientific article; zbMATH DE number 6441019
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regression-based analysis of cointegration systems |
scientific article; zbMATH DE number 6441019 |
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Regression-based analysis of cointegration systems (English)
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29 May 2015
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cointegrating space
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Phillips' triangular form
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Johansen's methodology
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regression-based cointegration testing
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0.9085106
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0.89953524
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0.89751935
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