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~isPartOf:"CREATES research paper"
~person:"Cavaliere, Giuseppe"
~person:"Saikkonen, Pentti"
~person:"Swensen, Anders Rygh"
~subject:"Cointegration"
~type_genre:"Working Paper"
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Cointegration
VAR model
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VAR-Modell
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Estimation theory
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Rational expectations
2
Rationale Erwartung
2
Schätztheorie
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Abstract, Exact rational expectations
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Adjustment coefficients
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Außenwirtschaftstheorie
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Bootstrap-Verfahren
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Cointegrated VAR model
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Cavaliere, Giuseppe
Saikkonen, Pentti
Swensen, Anders Rygh
Johansen, Søren
8
Nielsen, Morten Ørregaard
8
Carlini, Federico
2
Rahbek, Anders
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Santucci de Magistris, Paolo
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Xu, Ke
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Bohn Nielsen, Heino
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Boswijk, Herman Peter
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Callot, Laurent A. F.
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Dolatabadi, Sepideh
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Dolatabadim, Sepideh
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Engsted, Tom
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Hubrich, Kirstin
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Jansson, Michael
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Jones, Maggie E. C.
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Kurita, Takamitsu
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Narayan, Kumar Paresh
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Nielsen, Bent
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Popiel, Michal Ksawery
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Shibaev, Sergei S.
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CREATES research paper
Discussion papers of interdisciplinary research project 373
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers / Department of Economics, University of Copenhagen
4
EUI working paper / ECO
2
SFB 649 discussion paper
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ECONIS (ZBW)
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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
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2
Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614507
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3
On a numerical and graphical technique for evaluating some models involving rational expectations
Johansen, Søren
;
Swensen, Anders Rygh
-
2009
Persistent link: https://www.econbiz.de/10003849547
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