STRUCTURAL INFERENCE WITH LONG-RUN RECURSIVE EMPIRICAL MODELS (Q4551762)
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scientific article; zbMATH DE number 1791802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STRUCTURAL INFERENCE WITH LONG-RUN RECURSIVE EMPIRICAL MODELS |
scientific article; zbMATH DE number 1791802 |
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STRUCTURAL INFERENCE WITH LONG-RUN RECURSIVE EMPIRICAL MODELS (English)
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25 February 2003
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long-run multiplier
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long-run partially recursive structure
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moving average representation
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vector autoregression
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cointegration
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