Cointegration rank inference with stationary regressors in VAR models (Q4705829)
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scientific article; zbMATH DE number 1370487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration rank inference with stationary regressors in VAR models |
scientific article; zbMATH DE number 1370487 |
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Cointegration rank inference with stationary regressors in VAR models (English)
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14 May 2000
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vector autoregressive model
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stationary regressors
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cointegration rank
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nuisance parameters
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