Fully Modified Least Squares and Vector Autoregression (Q4859502)
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scientific article; zbMATH DE number 829939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully Modified Least Squares and Vector Autoregression |
scientific article; zbMATH DE number 829939 |
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Fully Modified Least Squares and Vector Autoregression (English)
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5 January 1998
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fully modified least squares regression
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causality testing
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cointegration
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fully modified regression
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fully modified vector autoregression
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hyperconsistency
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long-run covariance matrix
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one-sided long-run covariance matrix
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some unit roots
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limit theory
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Wald tests
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time series regressions
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