Residual autocorrelation testing for vector error correction models (Q278197): Difference between revisions

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Latest revision as of 21:23, 11 July 2024

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Residual autocorrelation testing for vector error correction models
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    Residual autocorrelation testing for vector error correction models (English)
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    2 May 2016
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    cointegration
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    dynamic econometric models
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    vector autoregressions
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    vector error correction models
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    residual autocorrelation
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