IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS (Q4807269)
From MaRDI portal
scientific article; zbMATH DE number 1911747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 1911747 |
Statements
IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS (English)
0 references
18 May 2003
0 references
error correction representation
0 references
dynamic simultaneous equations model
0 references
