Optimal Inference in Cointegrated Systems (Q3354959)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Inference in Cointegrated Systems |
scientific article |
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Optimal Inference in Cointegrated Systems (English)
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1991
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maximum likelihood estimates of cointegrated systems
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LAMN family
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SUR systems
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unit roots
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vector time series
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vector autoregression
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error correction models
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locally asymptotically mixed normal
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