A Multivariate Unit Root Test Based on the Modified Weighted Symmetric Estimator for VAR(<i>p</i>) (Q3591925)
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scientific article; zbMATH DE number 5190130
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| English | A Multivariate Unit Root Test Based on the Modified Weighted Symmetric Estimator for VAR(<i>p</i>) |
scientific article; zbMATH DE number 5190130 |
Statements
A Multivariate Unit Root Test Based on the Modified Weighted Symmetric Estimator for VAR(<i>p</i>) (English)
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11 September 2007
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vector autoregressive process
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cointegration
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0.7945247292518616
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0.7945247292518616
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0.7920814752578735
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