Dynamic Seemingly Unrelated Cointegrating Regressions (Q5692950)
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scientific article; zbMATH DE number 2209961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Seemingly Unrelated Cointegrating Regressions |
scientific article; zbMATH DE number 2209961 |
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Dynamic Seemingly Unrelated Cointegrating Regressions (English)
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28 September 2005
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finance econometrics
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multiple cointegrating regressions
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estimator
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