Semiparametric cointegrating rank selection (Q3406055)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric cointegrating rank selection |
scientific article |
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Semiparametric cointegrating rank selection (English)
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12 February 2010
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cointegrating rank
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consistency
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information criteria
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model selection
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non-parametric
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short memory
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unit roots
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