Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process (Q2744944)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process |
scientific article |
Statements
Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process (English)
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9 October 2001
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vector autoregressive processes
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cointegration
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deterministic trend
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