Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations (Q2739263)
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scientific article; zbMATH DE number 1643724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations |
scientific article; zbMATH DE number 1643724 |
Statements
5 December 2001
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Granger's representation theorem
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consistency
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maximum likelihond estimator
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Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations (English)
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