Likelihood Analysis of the <i>I</i>(2) Model (Q4376535)
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scientific article; zbMATH DE number 1117551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Analysis of the <i>I</i>(2) Model |
scientific article; zbMATH DE number 1117551 |
Statements
Likelihood Analysis of the <i>I</i>(2) Model (English)
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31 October 1999
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integrated processes
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vector autoregressive model
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cointegration
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