Error Correction Models for Fractionally Cointegrated Time Series (Q4828168)
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scientific article; zbMATH DE number 2118730
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error Correction Models for Fractionally Cointegrated Time Series |
scientific article; zbMATH DE number 2118730 |
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Error Correction Models for Fractionally Cointegrated Time Series (English)
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24 November 2004
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error correction models
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fractionally cointegrated time series
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Granger representation theorem
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