Exact rational expectations, cointegration, and reduced rank regression (Q928908)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exact rational expectations, cointegration, and reduced rank regression |
scientific article |
Statements
Exact rational expectations, cointegration, and reduced rank regression (English)
0 references
11 June 2008
0 references
cointegrated VAR model
0 references
0 references