EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (Q3377457): Difference between revisions
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Property / cites work: Impulse response and forecast error variance asymptotics in nonstationary VARs / rank | |||
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Property / cites work: Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems / rank | |||
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Property / cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models / rank | |||
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Property / cites work: Statistical analysis of cointegration vectors / rank | |||
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Property / cites work: A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model / rank | |||
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Revision as of 12:23, 24 June 2024
scientific article
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English | EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX |
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EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (English)
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22 March 2006
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