Structural vector autoregressive analysis for cointegrated variables (Q862780)
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scientific article; zbMATH DE number 5118351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural vector autoregressive analysis for cointegrated variables |
scientific article; zbMATH DE number 5118351 |
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Structural vector autoregressive analysis for cointegrated variables (English)
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24 January 2007
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cointegration
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vector autoregressive process
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vector error correction model
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