Normalising cointegrating relationships subject to long-run exclusion (Q777694)
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scientific article; zbMATH DE number 7218468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normalising cointegrating relationships subject to long-run exclusion |
scientific article; zbMATH DE number 7218468 |
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Normalising cointegrating relationships subject to long-run exclusion (English)
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7 July 2020
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cointegrating relationships
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vector autoregressive (VAR) models
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normalisation
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long-run exclusion
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