A Gaussian IV estimator of cointegrating relations
Year of publication: |
13 Febr. 2006
|
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Other Persons: | Bårdsen, Gunnar (contributor) ; Haldrup, Niels (contributor) |
Publisher: |
Aarhus : Univ. of Aarhus, Dep. of Economics |
Subject: | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
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