Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study (Q3598348)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study |
scientific article |
Statements
Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study (English)
0 references
3 February 2009
0 references
cointegration
0 references
fully modified estimation
0 references
consistent covariance matrix estimation
0 references
prewhitening
0 references
Monte Carlo
0 references
0 references
0 references
0 references
