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Revision as of 12:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1988
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factor models
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integrated process
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yield curve
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Cointegrated multiple time series
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order of cointegration
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drift
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roots of the ordinary least squares coefficient matrix
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Critical values
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power
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Monte Carlo study
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unit root
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autoregressive representation
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stationary linear combinations
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tests of the number of common trends
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