Autoregressive conditional root model
Year of publication: |
2002-02-01
|
---|---|
Authors: | Shephard, Neil ; Rahbek, Anders |
Institutions: | Department of Economics, Oxford University |
Subject: | Cointegration | Equilibrium correction model | GARCH | Hidden Markov model | Likelihood | Regime switching | STAR model | Stochastic break | Stochastic unit root | Switching regression | Real Exchange Rate | PPP | Unit root hypothesis |
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Autoregressive conditional root model
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