The Wald-Type Test of a Normalization of Cointegrating Vectors (Q3542425)
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scientific article; zbMATH DE number 5375283
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| English | The Wald-Type Test of a Normalization of Cointegrating Vectors |
scientific article; zbMATH DE number 5375283 |
Statements
The Wald-Type Test of a Normalization of Cointegrating Vectors (English)
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1 December 2008
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cointegration
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identification
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normalization
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vector autoregression
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0.8366619348526001
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0.8229994773864746
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0.8141882419586182
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0.8102484345436096
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0.7966380715370178
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