Uniform inference for cointegrated vector autoregressive processes

DOI10.1016/J.JECONOM.2024.105944MaRDI QIDQ7011717zbMATH OpenFDO

Authors Christian Holberg, Susanne Ditlevsen

Publication date 18 March 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

cointegrationvector autoregressive processuniform inferencenon-stationary

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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