Statistical inference in vector autoregressions with possibly integrated processes
type: Item
instance of: scholarly article
title: Statistical inference in vector autoregressions with possibly integrated processes
zbMATH Open document ID: 0813.62079
DOI: 10.1016/0304-4076(94)01616-8
author: Hiro Y. Toda
author: Taku Yamamoto
published in: Journal of Econometrics
publication date: 1995-06-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 739474
zbMATH Keywords: cointegration
zbMATH Keywords: hypothesis testing
zbMATH Keywords: unit roots
zbMATH Keywords: vector autoregressions
zbMATH Keywords: lag selection procedure
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)01616-8
OpenAlex ID: W2078213728
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description: scientific article; zbMATH DE number 739474