Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors (Q991163)
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scientific article; zbMATH DE number 5777753
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| English | Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors |
scientific article; zbMATH DE number 5777753 |
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Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors (English)
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2 September 2010
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signal-to-noise ratio
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permanent shock
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transitory shock
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finite sample inference
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cointegrating vector
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0.7335801124572754
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0.7335799932479858
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0.7279706597328186
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0.7279706597328186
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0.7229830622673035
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