Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863)
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scientific article; zbMATH DE number 6591859
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| English | Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process |
scientific article; zbMATH DE number 6591859 |
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Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (English)
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10 June 2016
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structural vector autoregression
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unit root
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cointegration
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asymptotic properties
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hypothesis testing
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0.89478874
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0.88810694
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0.8789861
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0.8740237
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