Tests for real and complex unit roots in vector autoregressive models (Q2252897): Difference between revisions

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Tests for real and complex unit roots in vector autoregressive models
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    Tests for real and complex unit roots in vector autoregressive models (English)
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    24 July 2014
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    cointegration
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    companion matrix
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    eigenvalue test
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    non-standard asymptotic distribution
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    seasonal unit root
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    time series
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