The cointegrated vector autoregressive model with general deterministic terms (Q1652953)
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scientific article; zbMATH DE number 6904521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The cointegrated vector autoregressive model with general deterministic terms |
scientific article; zbMATH DE number 6904521 |
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The cointegrated vector autoregressive model with general deterministic terms (English)
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17 July 2018
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additive formulation
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cointegration
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deterministic terms
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extended model
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likelihood inference
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VAR model
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