An asymptotic invariance property of the common trends under linear transformations of the data (Q2511788)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic invariance property of the common trends under linear transformations of the data |
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An asymptotic invariance property of the common trends under linear transformations of the data (English)
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6 August 2014
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cointegration vectors
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common trends
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prediction errors
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