The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling (Q4355158)
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scientific article; zbMATH DE number 1062698
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| English | The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling |
scientific article; zbMATH DE number 1062698 |
Statements
The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling (English)
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14 December 1998
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cointegration
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vector error correction modelling
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zero entry
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tree pruning
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search algorithm
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0.7732028365135193
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0.7717445492744446
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0.7549433708190918
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