Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831): Difference between revisions
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Revision as of 06:44, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests against stationary and explosive alternatives in vector autoregressive models |
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Tests against stationary and explosive alternatives in vector autoregressive models (English)
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22 April 2010
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asymptotic local power
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cointegration
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companion matrix
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unit roots
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