Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors (Q2512351)
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English | Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors |
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Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors (English)
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7 August 2014
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cointegration
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vector autoregression
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bias correction
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