THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (Q3210028)
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scientific article; zbMATH DE number 4190958
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| English | THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS |
scientific article; zbMATH DE number 4190958 |
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THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (English)
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1991
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unit roots
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stationary invertible zero-mean ARMA process
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integration
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cointegration
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vector autoregression models
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examples
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0.8584444522857666
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0.837417483329773
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0.8329577445983887
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0.8325073719024658
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0.8318994641304016
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