Interpreting cointegrating vectors and common stochastic trends (Q2565040)
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scientific article; zbMATH DE number 962341
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| English | Interpreting cointegrating vectors and common stochastic trends |
scientific article; zbMATH DE number 962341 |
Statements
Interpreting cointegrating vectors and common stochastic trends (English)
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22 June 1997
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identification
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nonstationarity
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maximum likelihood estimation
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unrestricted vector correction models
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common stochastic trends
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VAR analysis
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cointegration
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0.8079253435134888
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0.7963912487030029
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0.7920117974281311
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0.7884049415588379
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