<A> Small sample correction of the test for cointegrating rank in the vector autoregressive model
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
San Domenico (FI)
European University Institute
2000
|
| Serie: | EUI Working paper ECO
No. 2000/15 |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Documenti analoghi: <A> Small sample correction of the test for cointegrating rank in the vector autoregressive model
- <A> Small sample correction for tests of hypotheses on the cointegrating vectors
- <The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
- Controlling inflation in a cointegrated vector autoregressive model with an application to US data
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Mathematical and statistical modelling of cointegration
- Likelihood analysis of seasonal cointegration