Weak exogeneity in \(I(2)\) VAR systems (Q1808548)
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scientific article; zbMATH DE number 1369426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak exogeneity in \(I(2)\) VAR systems |
scientific article; zbMATH DE number 1369426 |
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Weak exogeneity in \(I(2)\) VAR systems (English)
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25 November 1999
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vector autoregressive systems
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unit roots
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multi-cointegration
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I(2)
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weak exogeneity
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