A vector of quarters representation for bivariate time series
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Publication:4853088
DOI10.1080/07474939508800303zbMath0825.62673OpenAlexW2020401931MaRDI QIDQ4853088
Publication date: 13 December 1995
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://repub.eur.nl/pub/2059
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models