Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing cointegrating coefficients in vector autoregressive error correction models |
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Testing cointegrating coefficients in vector autoregressive error correction models (English)
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13 August 1998
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cointegration
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error correction model
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Granger causality
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chi-square test
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Cauchy distribution
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