Testing for Common Cyclical Features in VAR Models with Cointegration
Year of publication: |
[2021]
|
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Authors: | Hecq, Alain W. J. ; Palm, Franz C. ; Urbain, Jean-Pierre |
Publisher: |
[S.l.] : SSRN |
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Theorie | Theory | Korrelation | Correlation | Konjunktur | Business cycle | Statistischer Test | Statistical test | Schätzung | Estimation |
Extent: | 1 Online-Ressource (31 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2001 erstellt |
Other identifiers: | 10.2139/ssrn.270177 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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Testing for common cyclical features in var models with cointegration
Hecq, Alain W. J., (2001)
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Testing for common cyclical features in VAR models with cointegration
Hecq, Alain W. J., (2001)
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Testing for common cyclical features in VAR models with cointegration
Hecq, Alain W. J., (2001)
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