The estimation uncertainty of permanent-transitory decompositions in co-integrated systems (Q5860914)
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scientific article; zbMATH DE number 7484455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The estimation uncertainty of permanent-transitory decompositions in co-integrated systems |
scientific article; zbMATH DE number 7484455 |
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The estimation uncertainty of permanent-transitory decompositions in co-integrated systems (English)
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4 March 2022
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bootstrap
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delta method
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transitory components
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VECM
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