Inference in heavy-tailed vector error correction models (Q2294452)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in heavy-tailed vector error correction models |
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Inference in heavy-tailed vector error correction models (English)
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11 February 2020
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full rank LSE
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cointegration
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heavy-tailed random vector
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reduced rank LSE
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