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Johansen procedure
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cointegrated VAR
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cointegration means
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consumption
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linear switching algorithm
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Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand
Hungnes, Håvard
-
2001
show how these parameters can be estimated and restricted. The latter can be achieved by using a
linear
switching
algorithm
…
Persistent link: https://www.econbiz.de/10011968079
Saved in:
2
Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand
Hungnes, Håvard
-
Statistisk Sentralbyrå, Government of Norway
-
2001
show how these parameters can be estimated and restricted. The latter can be achieved by using a
linear
switching
algorithm
…
Persistent link: https://www.econbiz.de/10004980956
Saved in:
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