Common cyclical features analysis in VAR models with cointegration (Q291630)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common cyclical features analysis in VAR models with cointegration |
scientific article |
Statements
Common cyclical features analysis in VAR models with cointegration (English)
0 references
10 June 2016
0 references
serial correlation common features
0 references
reduced rank structure
0 references
cointegration
0 references
