Residual autocorrelation testing for vector error correction models (Q278197)
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scientific article; zbMATH DE number 6575918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual autocorrelation testing for vector error correction models |
scientific article; zbMATH DE number 6575918 |
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Residual autocorrelation testing for vector error correction models (English)
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2 May 2016
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cointegration
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dynamic econometric models
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vector autoregressions
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vector error correction models
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residual autocorrelation
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