Common trends and cycles in I(2) VAR systems (Q291631)
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scientific article; zbMATH DE number 6591645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common trends and cycles in I(2) VAR systems |
scientific article; zbMATH DE number 6591645 |
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Common trends and cycles in I(2) VAR systems (English)
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10 June 2016
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common features
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cointegration
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common cycles
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I(2)
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reduced rank regression
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0.85909116
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0.83751297
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0.82809603
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0.82360506
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0.8235561
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0.82065845
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0.81856173
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