Unit roots and cointegration modelling through a family of flexible information criteria (Q5306331)

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scientific article; zbMATH DE number 5691404
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Unit roots and cointegration modelling through a family of flexible information criteria
scientific article; zbMATH DE number 5691404

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    Unit roots and cointegration modelling through a family of flexible information criteria (English)
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    8 April 2010
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    state-space models
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    subspace methods
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    unit roots
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    cointegration
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