Error correction models, cointegration and the internal model principle (Q1105476)
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English | Error correction models, cointegration and the internal model principle |
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Error correction models, cointegration and the internal model principle (English)
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1988
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system of dynamic equations
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prespecified multivariate equilibrium specification
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multivariate error correction models
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cointegration
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Internal Model Principle
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design of robust linear feedback rules
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