Cointegration analysis with state space models (Q1633206)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration analysis with state space models |
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Cointegration analysis with state space models (English)
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19 December 2018
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state space models
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unit roots
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cointegration
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polynomial cointegration
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pseudo maximum likelihood estimation
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subspace algorithms
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