Regression-based analysis of cointegration systems (Q2346014)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Regression-based analysis of cointegration systems |
scientific article; zbMATH DE number 6441019
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Regression-based analysis of cointegration systems |
scientific article; zbMATH DE number 6441019 |
Statements
Regression-based analysis of cointegration systems (English)
0 references
29 May 2015
0 references
cointegrating space
0 references
Phillips' triangular form
0 references
Johansen's methodology
0 references
regression-based cointegration testing
0 references
0 references
0 references
0.9085106
0 references
0.89953524
0 references
0 references
0 references
0.89751935
0 references
