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Cointegration in large VARs - MaRDI portal

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Cointegration in large VARs (Q6343699)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Cointegration in large VARs
scientific article

    Statements

    publication date
    25 June 2020
    0 references
    arXiv classification
    econ.EM
    0 references
    math.PR
    0 references
    math.ST
    0 references
    stat.TH
    0 references
    author
    Anna Bykhovskaya
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    Vadim Gorin
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    Identifiers

    arXiv ID
    2006.14179
    0 references
    Mathematics Subject Classification ID
    62M10
    0 references
    62M07
    0 references
    60B20
    0 references
    62E20
    0 references
    62P20
    0 references
    DOI
    10.1214/21-AOS2164
    0 references
     
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