Modified lag augmented vector autoregressions (Q4493479)
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scientific article; zbMATH DE number 1484816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified lag augmented vector autoregressions |
scientific article; zbMATH DE number 1484816 |
Statements
Modified lag augmented vector autoregressions (English)
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6 August 2000
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vector autoregressions
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integration
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cointegration
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bias correction
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