Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (Q1787431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for cointegration in \(I(1)\) state space systems via a finite order approximation |
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Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (English)
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5 October 2018
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\(I(1)\) state space systems
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vector autoregressive approximation
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