Reduced rank regression in cointegrated models. (Q1858914)

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Reduced rank regression in cointegrated models.
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    title
    Reduced rank regression in cointegrated models. (English)
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    author
    T. W. Anderson
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    publication date
    17 February 2003
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    zbMATH DE Number
    1869168
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    zbMATH Keywords
    nonstationary autoregressions
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    least-squares estimators
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    error-correction form
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