Direct cointegration testing in error correction models (Q1341205)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Direct cointegration testing in error correction models |
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Direct cointegration testing in error correction models (English)
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27 March 1995
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two-step estimation
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error correction model
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cointegration
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likelihood ratio
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Lagrange multiplier statistics
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Wald statistic
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linear regression
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ordering
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limiting distributions
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real demand for money
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real GNP
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bond and deposit interest rates
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