Analysis of cointegrated VARMA processes (Q1371369): Difference between revisions
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Revision as of 05:09, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of cointegrated VARMA processes |
scientific article |
Statements
Analysis of cointegrated VARMA processes (English)
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28 October 1997
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cointegration
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error correction model
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vector autoregressive moving average
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echelon form
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Kronecker indices
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