Structural vector autoregressive analysis for cointegrated variables (Q862780)

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scientific article; zbMATH DE number 5118351
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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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