Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352)
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scientific article; zbMATH DE number 2154809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying, estimating and testing restricted cointegrated systems: An overview |
scientific article; zbMATH DE number 2154809 |
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Identifying, estimating and testing restricted cointegrated systems: An overview (English)
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11 April 2005
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error correction models
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maximum likelihood
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likelihood ratio test
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asymptotic mixed normal distribution
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money demand
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reduced rank regression
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