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Latest revision as of 19:47, 5 March 2024

scientific article; zbMATH DE number 2199188
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scientific article; zbMATH DE number 2199188

    Statements

    25 August 2005
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    multiple time series
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    vector autoregressive processes
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    VAR
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    cointegration
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    multivariate ARCH models
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    state space models
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