Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448)
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scientific article; zbMATH DE number 5381755
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| English | Exact maximum likelihood estimation of partially nonstationary vector ARMA models |
scientific article; zbMATH DE number 5381755 |
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Exact maximum likelihood estimation of partially nonstationary vector ARMA models (English)
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11 December 2008
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cointegration
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exact maximum likelihood estimation
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partially nonstationary model
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unit roots
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vector autoregressive moving average model
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vector error-correction model
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0.8484301567077637
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0.8454016447067261
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0.8198586702346802
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0.8174830675125122
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0.8140722513198853
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