Tests for real and complex unit roots in vector autoregressive models (Q2252897)
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scientific article; zbMATH DE number 6320305
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| English | Tests for real and complex unit roots in vector autoregressive models |
scientific article; zbMATH DE number 6320305 |
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Tests for real and complex unit roots in vector autoregressive models (English)
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24 July 2014
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cointegration
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companion matrix
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eigenvalue test
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non-standard asymptotic distribution
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seasonal unit root
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time series
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0.90579957
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0.9029856
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0.8986885
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0.8968854
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