Statistical inference in vector autoregressions with possibly integrated processes (Q1347103): Difference between revisions
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Revision as of 03:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference in vector autoregressions with possibly integrated processes |
scientific article |
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Statistical inference in vector autoregressions with possibly integrated processes (English)
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6 June 1995
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cointegration
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hypothesis testing
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unit roots
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vector autoregressions
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lag selection procedure
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