The role of the drift in I(2) systems (Q3598300)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The role of the drift in I(2) systems |
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The role of the drift in I(2) systems (English)
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3 February 2009
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multi-cointegration
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polynomial cointegration
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limiting Gaussian functional family
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unit roots
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vector autoregressive processes
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