The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model (Q4828162)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 2118724
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model |
scientific article; zbMATH DE number 2118724 |
Statements
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model (English)
0 references
24 November 2004
0 references
autoregressive process
0 references
eigenvalue
0 references
error correction model
0 references
asymptotic distribution
0 references
0.7667315006256104
0 references
0.735910952091217
0 references
0.7286936044692993
0 references
0.7260063290596008
0 references
0.7256845235824585
0 references
