IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS (Q4807269)
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scientific article; zbMATH DE number 1911747
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| English | IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 1911747 |
Statements
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS (English)
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18 May 2003
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error correction representation
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dynamic simultaneous equations model
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0.8506863117218018
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0.8332778215408325
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0.830717921257019
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0.8163427114486694
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