Subsampling vector autoregressive tests of linear constraints (Q261882)

From MaRDI portal





scientific article; zbMATH DE number 6560396
Language Label Description Also known as
English
Subsampling vector autoregressive tests of linear constraints
scientific article; zbMATH DE number 6560396

    Statements

    Subsampling vector autoregressive tests of linear constraints (English)
    0 references
    24 March 2016
    0 references
    subsampling
    0 references
    vector autoregression
    0 references
    causality
    0 references
    cointegration
    0 references
    unit roots
    0 references
    0 references

    Identifiers