Reduced rank regression in cointegrated models. (Q1858914)
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scientific article; zbMATH DE number 1869168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced rank regression in cointegrated models. |
scientific article; zbMATH DE number 1869168 |
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Reduced rank regression in cointegrated models. (English)
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17 February 2003
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nonstationary autoregressions
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least-squares estimators
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error-correction form
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