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Speed of adjustment in cointegrated systems - MaRDI portal

Speed of adjustment in cointegrated systems (Q736565)

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scientific article; zbMATH DE number 6609183
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English
Speed of adjustment in cointegrated systems
scientific article; zbMATH DE number 6609183

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    Speed of adjustment in cointegrated systems (English)
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    4 August 2016
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    half-life
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    \(\pi\)-life
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    speed of adjustment
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    impact factors
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    vector equilibrium correction
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    interim and total multipliers
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