Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model (Q2311165)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model |
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Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model (English)
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10 July 2019
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long memory
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fractional co-integration
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model predictability
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filtration technique
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