Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term |
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Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (English)
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22 December 2009
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cointegration analysis
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likelihood ratio test
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vector autoregressive model
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vector error correction model
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tables
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