Detecting common dynamics in transitory components
Year of publication: |
2009
|
---|---|
Authors: | Christensen, Tim M. ; Hurn, Stan ; Pagan, Adrian R. |
Publisher: |
[S.l.] : National Centre for Econometric Research |
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory |
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