Title Lietuvos makroekonominių rodiklių kointegravimo analizė /
Another Title The cointegration analysis of the Lithuania's macroeconomic indicators.
Authors Firkovič, Viktorija
DOI 10.15388/LMR.2002.32984
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Is Part of Lietuvos matematikos rinkinys. 2002, T. 42, spec, Nr, p. 501-507.. ISSN 0132-2818
Abstract [eng] Most of the existing techniques of the macroeconomic indicators analysis can not be succefully applied to the common situation of a limited data set. The goal of the work is to estimate the evolution of Lithuania's macroeconomic indicators using the vector cointegrated analysis combined with the recursive method proposed by R. Rudzkis and G. Vilutis (2001).
Type Journal article
Language Lithuanian
Publication date 2002
CC license CC license description