scientific article; zbMATH DE number 1228064
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Publication:4220705
zbMath0906.62123MaRDI QIDQ4220705
Publication date: 2 December 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
VARasymptotic theoryunit rootsco-integrationGranger noncausalityencompassingweak exogeneityML-inference
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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