Detecting common dynamics in transitory components
Year of publication: |
2011
|
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Authors: | Christensen, Timothy ; Hurn, Stan ; Pagan, Adrian R. |
Subject: | Theorie | Theory | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | VAR-Modell | VAR model | Dynamisches Gleichgewicht | Dynamic equilibrium |
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