Disequilibrium and uncertainty in cointegrated systems (Q672564)

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scientific article; zbMATH DE number 985071
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    Disequilibrium and uncertainty in cointegrated systems
    scientific article; zbMATH DE number 985071

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      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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