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