Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models
Takamitsu Kurita
| Year of publication: |
2012
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|---|---|
| Authors: | Kurita, Takamitsu |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 31.2012, 1/3, p. 325-360
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| Subject: | VAR-Modell | VAR model | Induktive Statistik | Statistical inference | Kointegration | Cointegration | Konjunktur | Business cycle | Theorie | Theory | Japan | 1977-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009515956