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Chapter 47 Vector autoregressions and cointegration
Mark W. Watson
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Dive into the research topics of 'Chapter 47 Vector autoregressions and cointegration'. Together they form a unique fingerprint.
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Business & Economics
Vector Autoregression
100%
Cointegration
90%
Vector Autoregressive
60%
Estimator
30%
Modeling
22%
Inference
21%
Cointegrated System
19%
Spurious Regression
19%
Multivariate Models
16%
Integrated
15%
Moving Average
14%
Vector Autoregressive Model
14%
Vector Error Correction Model
13%
Unit Root
13%
Granger Causality Test
12%
Lag
11%
Econometrics
10%
Alternatives
6%