On cointegration tests for VAR models with drift (Q1351113)
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scientific article; zbMATH DE number 984273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On cointegration tests for VAR models with drift |
scientific article; zbMATH DE number 984273 |
Statements
On cointegration tests for VAR models with drift (English)
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27 February 1997
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Error-correction models
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Time trend
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Asymptotic distributions
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