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Automatic identification of general vector error correction models
Arbués, Ignacio
;
Ledo, Ramiro
;
Matilla-García, Mariano
-
2016
estimating the
Smith
form
of an autoregressive model, is provided. Our simulations suggest the power of the new proposed …
Persistent link: https://www.econbiz.de/10011500010
Saved in:
2
Automatic identification of general vector error correction models
Arbués, Ignacio
;
Ledo, Ramiro
;
Matilla-García, Mariano
-
2016
estimating the
Smith
form
of an autoregressive model, is provided. Our simulations suggest the power of the new proposed …
Persistent link: https://www.econbiz.de/10011499608
Saved in:
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