Common trends and cycles in I(2) VAR systems (Q291631)

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scientific article; zbMATH DE number 6591645
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    Common trends and cycles in I(2) VAR systems
    scientific article; zbMATH DE number 6591645

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      Common trends and cycles in I(2) VAR systems (English)
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      10 June 2016
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      common features
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      cointegration
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      common cycles
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      I(2)
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      reduced rank regression
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