Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models (Q5080150)
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scientific article; zbMATH DE number 7534048
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| English | Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models |
scientific article; zbMATH DE number 7534048 |
Statements
Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (English)
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31 May 2022
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cointegrated vector autoregressive model
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I(2)
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maximum likelihood
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weak exogeneity
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0.8487155437469482
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0.8487152457237244
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0.7884190082550049
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0.7822334170341492
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