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THE EFFECT OF VARYING LENGTH VAR MODELS ON THE MAXIMUM LIKELIHOOD ESTIMATES OF COINTEGRATING VECTORS
Author(s) -
Hall S. G.
Publication year - 1991
Publication title -
scottish journal of political economy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.4
H-Index - 46
eISSN - 1467-9485
pISSN - 0036-9292
DOI - 10.1111/j.1467-9485.1991.tb00320.x
Subject(s) - citation , politics , econometrics , economics , maximum likelihood , mathematical economics , sociology , statistics , mathematics , computer science , library science , law , political science