Estimation of cointegrated models with exogenous variables (Q5220839)
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scientific article; zbMATH DE number 7183177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of cointegrated models with exogenous variables |
scientific article; zbMATH DE number 7183177 |
Statements
Estimation of cointegrated models with exogenous variables (English)
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27 March 2020
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error correction model
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vector autoregressive model
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reduced rank estimation
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