Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311)
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scientific article; zbMATH DE number 6917718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized method of moments estimation for cointegrated vector autoregressive models |
scientific article; zbMATH DE number 6917718 |
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Generalized method of moments estimation for cointegrated vector autoregressive models (English)
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14 August 2018
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cointegration
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GMM estimation
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VAR model
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