Testing for multicointegration (Q1389465)
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scientific article; zbMATH DE number 1170185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for multicointegration |
scientific article; zbMATH DE number 1170185 |
Statements
Testing for multicointegration (English)
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30 June 1998
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cointegration
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multicointegration
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\(I(2)\) processes
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