Common cyclical features analysis in VAR models with cointegration (Q291630)
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: Common cyclical features analysis in VAR models with cointegration |
scientific article; zbMATH DE number 6591644
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Common cyclical features analysis in VAR models with cointegration |
scientific article; zbMATH DE number 6591644 |
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
0 references
0.9172405
0 references
0 references
0.8728417
0 references
0.8631385
0 references
0 references
0.85909116
0 references
0.85749143
0 references
