Nonlinear estimation using estimated cointegrating relations (Q5931141)
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scientific article; zbMATH DE number 1593932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear estimation using estimated cointegrating relations |
scientific article; zbMATH DE number 1593932 |
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Nonlinear estimation using estimated cointegrating relations (English)
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2 September 2001
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cointegration
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unit root
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time series
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nonlinearity
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