Error-correction Mechanism Tests for Cointegration in a Single-equation Framework (Q3838304)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error-correction Mechanism Tests for Cointegration in a Single-equation Framework |
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Error-correction Mechanism Tests for Cointegration in a Single-equation Framework (English)
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9 August 1998
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error-correction models
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power properties
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common-factor restrictions
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limit distributions
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cointegration tests
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