Asymptotics of Cointegration Tests for High-Dimensional VAR($k$) (Q6391131)
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scientific article; zbMATH DE number 900525278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of Cointegration Tests for High-Dimensional VAR($k$) |
scientific article; zbMATH DE number 900525278 |
Statements
14 February 2022
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econ.EM
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math.PR
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math.ST
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stat.TH
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