Inference of Vector Autoregressive Models With Cointegration and Scalar Components (Q4366073)

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scientific article; zbMATH DE number 1089382
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Inference of Vector Autoregressive Models With Cointegration and Scalar Components
scientific article; zbMATH DE number 1089382

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    1997
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    Cofeature, Gaussian estimation
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    Nested reduced rank
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    Partially nonstationary
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    Serial correlation common feature
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    Inference of Vector Autoregressive Models With Cointegration and Scalar Components (English)
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