Estimating cointegrated systems using subspace algorithms (Q1868966)
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scientific article; zbMATH DE number 1895697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating cointegrated systems using subspace algorithms |
scientific article; zbMATH DE number 1895697 |
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Estimating cointegrated systems using subspace algorithms (English)
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9 April 2003
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Cointegration
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Subspace algorithms
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State space representation
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