On causal and non‐causal cointegrated vector autoregressive time series (Q5063320)
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scientific article; zbMATH DE number 7492792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On causal and non‐causal cointegrated vector autoregressive time series |
scientific article; zbMATH DE number 7492792 |
Statements
On causal and non‐causal cointegrated vector autoregressive time series (English)
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17 March 2022
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vector autoregressive models
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non-causal models
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cointegration
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