Fully Modified Least Squares and Vector Autoregression

• 1 September 1995
• journal article
• Published by JSTOR in Econometrica
• Vol. 63  (5) , 1023
• https://doi.org/10.2307/2171721

Abstract

Keywords

• VECTOR AUTOREGRESSION
• SQUARES AND VECTOR
• FULLY MODIFIED LEAST SQUARES

All Related Versions

• Version 1, RePEc (Unconfirmed version)