Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models (Q6194052)
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scientific article; zbMATH DE number 7804898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models |
scientific article; zbMATH DE number 7804898 |
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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models (English)
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14 February 2024
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adjustment coefficients
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cointegrated VAR model
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exact rational expectations
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reduced rank regression
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