A survey of exogeneity in vector error correction models
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Publication:2197390
zbMath1455.62183MaRDI QIDQ2197390
Publication date: 31 August 2020
Published in: Journal de la Société Française de Statistique \& Revue de Statistique Appliquée (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item/JSFS_2008__149_4_29_0
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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