Speed of adjustment in cointegrated systems (Q736565)

From MaRDI portal





scientific article; zbMATH DE number 6609183
Language Label Description Also known as
English
Speed of adjustment in cointegrated systems
scientific article; zbMATH DE number 6609183

    Statements

    Speed of adjustment in cointegrated systems (English)
    0 references
    0 references
    0 references
    4 August 2016
    0 references
    half-life
    0 references
    \(\pi\)-life
    0 references
    speed of adjustment
    0 references
    impact factors
    0 references
    vector equilibrium correction
    0 references
    interim and total multipliers
    0 references

    Identifiers