Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187)
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scientific article; zbMATH DE number 706569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models |
scientific article; zbMATH DE number 706569 |
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Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (English)
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28 November 1995
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