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Regression-based analysis of cointegration systems - MaRDI portal

Regression-based analysis of cointegration systems (Q2346014)

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Regression-based analysis of cointegration systems
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    Regression-based analysis of cointegration systems (English)
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    29 May 2015
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    cointegrating space
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    Phillips' triangular form
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    Johansen's methodology
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    regression-based cointegration testing
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