Disequilibrium and uncertainty in cointegrated systems (Q672564)
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scientific article; zbMATH DE number 985071
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| English | Disequilibrium and uncertainty in cointegrated systems |
scientific article; zbMATH DE number 985071 |
Statements
Disequilibrium and uncertainty in cointegrated systems (English)
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28 February 1997
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Cointegration
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Error correction
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Conditional variance
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0.86573744
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0.8576555
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0.8556919
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0.85142034
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