Testing the CVAR in the fractional CVAR model (Q4556513)
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scientific article; zbMATH DE number 6980378
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| English | Testing the CVAR in the fractional CVAR model |
scientific article; zbMATH DE number 6980378 |
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Testing the CVAR in the Fractional CVAR Model (English)
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16 November 2018
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cointegration
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fractional integration
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likelihood inference
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vector autoregressive model
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0.886832058429718
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0.7929280996322632
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0.7786164283752441
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0.7717150449752808
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0.7710428833961487
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