Statistical analysis of cointegration vectors (Q1104685)
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scientific article; zbMATH DE number 4056853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of cointegration vectors |
scientific article; zbMATH DE number 4056853 |
Statements
Statistical analysis of cointegration vectors (English)
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1988
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chi-square test
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nonstationary vector autoregressive process
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Gaussian errors
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maximum likelihood estimator
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cointegration vectors
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likelihood ratio test
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linear hypotheses
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