Vector autoregressive models with measurement errors for testing Granger causality (Q716260): Difference between revisions

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Property / arXiv ID: 0911.5628 / rank
 
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Latest revision as of 00:35, 4 July 2024

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Vector autoregressive models with measurement errors for testing Granger causality
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    Vector autoregressive models with measurement errors for testing Granger causality (English)
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    27 April 2011
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    asymptotic properties
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    errors-in-variables model
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    multivariate time series
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