Time-varying vector error-correction models: estimation and inference (Q6930869)
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scientific article; zbMATH DE number 8092398
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| English | Time-varying vector error-correction models: estimation and inference |
scientific article; zbMATH DE number 8092398 |
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Time-varying vector error-correction models: estimation and inference (English)
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12 September 2025
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cointegration
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Gaussian approximations
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Granger representation theorem
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iterated time-varying functions
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present value model
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