Optimal Lag Structure Selection in VEC-Models (Q5292188)
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scientific article; zbMATH DE number 5165706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Lag Structure Selection in VEC-Models |
scientific article; zbMATH DE number 5165706 |
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Optimal Lag Structure Selection in VEC-Models (English)
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19 June 2007
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model selection
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cointegration rank
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order selection
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reduced rank regression
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VECM
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