The Vector Error Correction Index Model : Representation, Estimation and Identification
Year of publication: |
[2023]
|
---|---|
Authors: | Cubadda, Gianluca ; Mazzali, Marco |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Series: | CEIS Working Paper ; No. 556 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 3, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4408771 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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