Cotrending: testing for common deterministic trends in varying means model (Q2057835)

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Cotrending: testing for common deterministic trends in varying means model
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    Cotrending: testing for common deterministic trends in varying means model (English)
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    7 December 2021
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    asymptotic normality
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    cointegration
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    cotrending dimension and space
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    matrix rank and nullity
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    principal component analysis
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    testing
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    varying means
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