Joint detection of unit roots and cointegration: data-based simulation (Q883241)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint detection of unit roots and cointegration: data-based simulation |
scientific article |
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Joint detection of unit roots and cointegration: data-based simulation (English)
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4 June 2007
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cointegration
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data-based simulation
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information criterion
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model selection
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unit root
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