Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity |
scientific article; zbMATH DE number 6576078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity |
scientific article; zbMATH DE number 6576078 |
Statements
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (English)
0 references
2 May 2016
0 references
cointegrating vector
0 references
efficiency gain
0 references
multivariate GARCH
0 references
0 references
0 references
0 references
0 references
