Estimating systems of trending variables (Q4853084)
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scientific article; zbMATH DE number 809336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating systems of trending variables |
scientific article; zbMATH DE number 809336 |
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Estimating systems of trending variables (English)
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24 January 1996
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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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