Making wald tests work for cointegrated VAR systems (Q4355151)
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scientific article; zbMATH DE number 1062692
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| default for all languages | No label defined |
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| English | Making wald tests work for cointegrated VAR systems |
scientific article; zbMATH DE number 1062692 |
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Making wald tests work for cointegrated VAR systems (English)
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6 November 1997
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vector autoregressive processes
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Wald tests
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0.8348740339279175
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0.8324993848800659
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0.8301647901535034
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0.8259480595588684
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