Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817)
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scientific article; zbMATH DE number 7613956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression |
scientific article; zbMATH DE number 7613956 |
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Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (English)
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9 November 2022
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super exogeneity
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partial cointegrated vector autoregressive models
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\(S\)-ancillary statistics
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small sample inference
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0.8611845
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0.83148193
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0.82239133
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0.82162845
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0.82054555
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