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subject:"India"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Economics letters"
~person:"Kurita, Takamitsu"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Statistischer Test"
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India
Cointegration
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Estimation theory
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VAR model
2
VAR-Modell
2
Vector autoregressive (VAR) models
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Cointegrating relationships
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Deterministic breaks
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Long-run exclusion
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Kurita, Takamitsu
Phillips, Peter C. B.
30
Andrews, Donald W. K.
7
Chen, Xiaohong
6
Shin, Dong-wan
4
Armstrong, Timothy B.
3
Fang, Ying
3
Guggenberger, Patrik
3
Henderson, Daniel J.
3
Hwang, Eunju
3
Kumbhakar, Subal
3
Okui, Ryo
3
Shi, Xiaoxia
3
Sul, Donggyu
3
Wang, Qiying
3
Westerlund, Joakim
3
Bin, Peng
2
Cai, Zongwu
2
Cho, Jin Seo
2
Christensen, Timothy M.
2
Dalla, Violetta
2
Egger, Peter
2
Giraitis, Liudas
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Han, Chirok
2
Jochmans, Koen
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Kheifets, Igor
2
Li, Chen
2
Li, Luyang
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Li, Rui
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Li, Shuo
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Liao, Zhipeng
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2
Malikov, Emir
2
Su, Liangjun
2
Sun, Yixiao
2
Tang, Shengfang
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2
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2
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Cowles Foundation discussion paper
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1
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CREATES research paper
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Discussion papers / Department of Economics, University of Copenhagen
1
Econometrics : open access journal
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Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
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2
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
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