Analysis of cointegrated models with measurement errors (Q5222362)
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scientific article; zbMATH DE number 7184631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of cointegrated models with measurement errors |
scientific article; zbMATH DE number 7184631 |
Statements
Analysis of cointegrated models with measurement errors (English)
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1 April 2020
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error correction model
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measurement error
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vector autoregressive model
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reduced-rank estimation
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