Some identification problems in the cointegrated vector autoregressive model (Q736675)
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scientific article; zbMATH DE number 6609303
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| English | Some identification problems in the cointegrated vector autoregressive model |
scientific article; zbMATH DE number 6609303 |
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Some identification problems in the cointegrated vector autoregressive model (English)
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4 August 2016
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identification
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cointegration
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common trends
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asymptotic distribution
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0.8966123
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0.8837794
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0.8760669
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0.8739923
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