More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term (Q3023028)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term |
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More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term (English)
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4 July 2005
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VAR models
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cointegration
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restricted constant or linear terms
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likelihood ratio test
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linear restrictions
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