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subject:"Indien"
subject:"Sparen"
~isPartOf:"Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi"
~isPartOf:"International journal of public sector performance management : IJPSPM"
~isPartOf:"Journal of quantitative economics"
~person:"Kurita, Takamitsu"
~subject:"Monte-Carlo-Simulation"
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Indien
Sparen
Monte-Carlo-Simulation
Adjustment coefficients
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Cointegrated vector autoregressive systems
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Estimation theory
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Kurita, Takamitsu
Viswanathan, T.
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
International journal of public sector performance management : IJPSPM
Journal of quantitative economics
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A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems
Kurita, Takamitsu
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 251-270
Persistent link: https://www.econbiz.de/10012418663
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