Estimation of error correction model with measurement errors (Q5036886)
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scientific article; zbMATH DE number 7480184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of error correction model with measurement errors |
scientific article; zbMATH DE number 7480184 |
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Estimation of error correction model with measurement errors (English)
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23 February 2022
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cointegration
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vector autoregressive model
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reduced-rank estimation
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instrumental variables
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mixed models
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