A note on hypothesis testing based on the fully modified vector autoregression (Q811715)
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scientific article; zbMATH DE number 4218921
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on hypothesis testing based on the fully modified vector autoregression |
scientific article; zbMATH DE number 4218921 |
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A note on hypothesis testing based on the fully modified vector autoregression (English)
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1997
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cointegration
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fully modified vector autoregression
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hypothesis testing
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size distortion
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unit roots
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