Testing the Cointegrating Rank with Uncorrelated but Dependent Errors (Q3611808)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Cointegrating Rank with Uncorrelated but Dependent Errors |
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Testing the Cointegrating Rank with Uncorrelated but Dependent Errors (English)
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3 March 2009
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cointegration
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likelihood ratio test
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reduced rank regression
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strong mixing condition
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vector error correction model
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