A survey of exogeneity in vector error correction models (Q2197390)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A survey of exogeneity in vector error correction models |
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A survey of exogeneity in vector error correction models (English)
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31 August 2020
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VAR models
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VAR-ECM
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cointegration
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canonical representation
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weak exogeneity
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exogeneity
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non causality
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