Generalized method of moments estimation for cointegrated vector autoregressive models
type: Item
instance of: scholarly article
title: Generalized method of moments estimation for cointegrated vector autoregressive models
zbMATH Open document ID: 1464.62140
author: Suk K. Park
author: Sung K. Ahn
author: Sinsup Cho
published in: Computational Statistics and Data Analysis
publication date: 2018-08-14T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6917718
zbMATH Keywords: cointegration
zbMATH Keywords: GMM estimation
zbMATH Keywords: VAR model
MaRDI profile type: Publication
full work available at URL: j.csda.2011.03.010
OpenAlex ID: W1973110020
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DOI: 10.1016/J.CSDA.2011.03.010
description: scientific article; zbMATH DE number 6917718