Open AccessInference in Cointegrated VAR Systems
Author(s) -
Anders Warne
Publication year - 1997
Publication title -
the review of economics and statistics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 8.999
H-Index - 165
eISSN - 1530-9142
pISSN - 0034-6535
DOI - 10.1162/003465300556922
Subject(s) - statistic , wald test , inference , econometrics , test statistic , mathematics , monte carlo method , term (time) , vector autoregression , unit root , cointegration , simultaneous equations model , statistical hypothesis testing , statistics , computer science , physics , quantum mechanics , artificial intelligence
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