Co-Integration and Error Correction: Representation, Estimation, and Testing (Q4720635)
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scientific article; zbMATH DE number 3992749
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| default for all languages | No label defined |
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| English | Co-Integration and Error Correction: Representation, Estimation, and Testing |
scientific article; zbMATH DE number 3992749 |
Statements
Co-Integration and Error Correction: Representation, Estimation, and Testing (English)
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1987
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multivariate time series
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Dickey-Fuller tests
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co-integration
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error correction models
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estimation
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long-run equilibrium
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representation theorem
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testing for unit roots
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critical values
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0.83658016
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0.8263641
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0.81949437
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