Common cyclical features analysis in VAR models with cointegration (Q291630): Difference between revisions
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Revision as of 21:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common cyclical features analysis in VAR models with cointegration |
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Common cyclical features analysis in VAR models with cointegration (English)
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10 June 2016
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serial correlation common features
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reduced rank structure
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cointegration
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