A general inversion theorem for cointegration (Q5860964)
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scientific article; zbMATH DE number 7484495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general inversion theorem for cointegration |
scientific article; zbMATH DE number 7484495 |
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A general inversion theorem for cointegration (English)
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4 March 2022
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cointegration
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common trends
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triangular representation
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moving average representation
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autoregressive representation
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