Regression-based analysis of cointegration systems (Q2346014): Difference between revisions
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Revision as of 07:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression-based analysis of cointegration systems |
scientific article |
Statements
Regression-based analysis of cointegration systems (English)
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29 May 2015
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cointegrating space
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Phillips' triangular form
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Johansen's methodology
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regression-based cointegration testing
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