The Wald-Type Test of a Normalization of Cointegrating Vectors (Q3542425)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Wald-Type Test of a Normalization of Cointegrating Vectors |
scientific article |
Statements
The Wald-Type Test of a Normalization of Cointegrating Vectors (English)
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1 December 2008
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cointegration
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identification
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normalization
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vector autoregression
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