Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979)

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Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
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    Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (English)
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    21 August 2017
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    multivariate noncausal process
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    identification
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    representation
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    semi-parametric estimation
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    generalized covariance estimator
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    speculative bubble
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    alternative investment
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