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Estimating systems of trending variables - MaRDI portal

Estimating systems of trending variables (Q4853084)

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scientific article; zbMATH DE number 809336
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English
Estimating systems of trending variables
scientific article; zbMATH DE number 809336

    Statements

    title
    Estimating systems of trending variables (English)
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    publication date
    24 January 1996
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    zbMATH Keywords
    cointegration
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    integrated time series
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    trending variables
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    reduced rank regression
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    likelihood inference
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    partial models
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    survey
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    regression methods
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    vector autoregressive model
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    asymptotic inference
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    Identifiers

    zbMATH DE Number
    809336
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    OpenAlex ID
    W2112091781
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