Canonical Cointegrating Regressions (Q4006258)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical Cointegrating Regressions |
scientific article |
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Canonical Cointegrating Regressions (English)
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26 September 1992
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canonical cointegrating regressions
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least squares procedure
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asymptotically efficient estimators
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chi-square tests
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