Cointegration and Dynamic Simultaneous Equations Model (Q4340692)
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scientific article; zbMATH DE number 1019855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration and Dynamic Simultaneous Equations Model |
scientific article; zbMATH DE number 1019855 |
Statements
Cointegration and Dynamic Simultaneous Equations Model (English)
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10 June 1997
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identification
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time series
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structural equation modeling
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multiple time series model
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dynamic simultaneous equation model
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least squares
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cointegration
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