An Automated Approach Towards Sparse Single-Equation Cointegration Modelling
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Publication:136150
DOI10.48550/arXiv.1809.08889zbMath1464.62392arXiv1809.08889OpenAlexW3047253022MaRDI QIDQ136150
Stephan Smeekes, Etienne Wijler, Stephan Smeekes, Etienne Wijler
Publication date: 24 September 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.08889
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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