On the maximum likelihood cointegration procedure under a fractional equilibrium error (Q1606352)
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scientific article; zbMATH DE number 1770932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum likelihood cointegration procedure under a fractional equilibrium error |
scientific article; zbMATH DE number 1770932 |
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On the maximum likelihood cointegration procedure under a fractional equilibrium error (English)
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30 July 2002
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maximum likelihood procedure
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Lagrange multiplier test
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cointegration
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