A Wald test of restrictions on the cointegrating space based on Johansen's estimator (Q2442568)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Wald test of restrictions on the cointegrating space based on Johansen's estimator |
scientific article |
Statements
A Wald test of restrictions on the cointegrating space based on Johansen's estimator (English)
0 references
3 April 2014
0 references
cointegration
0 references
irreducible cointegrating vector
0 references
vector error correction
0 references
Wald test
0 references
0 references
