Inference in Linear Time Series Models with some Unit Roots (Q3212160)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in Linear Time Series Models with some Unit Roots |
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Inference in Linear Time Series Models with some Unit Roots (English)
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1990
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cointegration
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error correction models
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linear time series models
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unit roots
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vector autoregression
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normal asymptotic distributions
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nonnormal asymptotic distributions
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Granger causality tests
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limiting distributions
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