Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150)
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scientific article; zbMATH DE number 7534048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models |
scientific article; zbMATH DE number 7534048 |
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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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