Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951)
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scientific article; zbMATH DE number 7648715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully modified least squares cointegrating parameter estimation in multicointegrated systems |
scientific article; zbMATH DE number 7648715 |
Statements
Fully modified least squares cointegrating parameter estimation in multicointegrated systems (English)
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1 February 2023
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cointegration
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multicointegration
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fully modified regression
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singular long run variance matrix
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degenerate Wald test
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fiscal sustainability
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