PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00477.x / rank
 
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Latest revision as of 13:49, 20 June 2024

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PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS
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    PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (English)
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    1988
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    non-stable case
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    vector time series
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    nonstationary roots
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    co-integrated series
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    ordinary least squares
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    mean squared error
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    conditional mean
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    predictors
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    explosive case
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    Simulations
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