Modified lag augmented vector autoregressions (Q4493479)
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scientific article; zbMATH DE number 1484816
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modified lag augmented vector autoregressions |
scientific article; zbMATH DE number 1484816 |
Statements
Modified lag augmented vector autoregressions (English)
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6 August 2000
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vector autoregressions
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integration
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cointegration
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bias correction
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0.8350387215614319
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0.8030844330787659
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0.7959468364715576
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0.7805060148239136
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0.7805060148239136
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