Interpreting cointegrating vectors and common stochastic trends (Q2565040)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interpreting cointegrating vectors and common stochastic trends |
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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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