Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145)
From MaRDI portal
scientific article; zbMATH DE number 7087243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary Cointegration in the Fractionally Cointegrated VAR Model |
scientific article; zbMATH DE number 7087243 |
Statements
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (English)
0 references
30 July 2019
0 references
cointegration
0 references
fractional integration
0 references
likelihood inference
0 references
vector autoregressive model
0 references
0 references
0 references
