Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026)
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scientific article; zbMATH DE number 63597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends |
scientific article; zbMATH DE number 63597 |
Statements
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (English)
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27 September 1992
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time series
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least squares estimation
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cointegrated models
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deterministic trends
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chi-square test
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validity of trend exclusion
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regressor trends
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estimation detrending methods
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