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~accessRights:"free"
~institution:"European University Institute / Department of Economics"
~language:"eng"
~language:"kor"
~subject:"Cointegration"
~type:"book"
~type_genre:"Working Paper"
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Factor-augmented error correction models
Banerjee, Anindya
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contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003651962
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2
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003724350
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3
Cointegration in panel date with breaks and cross-section dependence
Banerjee, Anindya
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003280708
Saved in:
4
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
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5
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
6
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
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