Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863)
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: Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process |
scientific article; zbMATH DE number 6591859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process |
scientific article; zbMATH DE number 6591859 |
Statements
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (English)
0 references
10 June 2016
0 references
structural vector autoregression
0 references
unit root
0 references
cointegration
0 references
asymptotic properties
0 references
hypothesis testing
0 references
0 references
0 references
0 references
0.89478874
0 references
0.88810694
0 references
0.8789861
0 references
0.8740237
0 references
0 references
