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type_genre:"Non-commercial literature"
~person:"Johansen, Søren"
~subject:"Cointegrated VAR model"
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Cointegrated VAR model
Estimation theory
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Cointegration
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Kointegration
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Robust statistics
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Robustes Verfahren
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Theorie
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Theory
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Non-stationarity
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Regression analysis
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Regressionsanalyse
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Robust Statistics
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Stationarity
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VAR model
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VAR-Modell
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1-step Huber-skip
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Chebychev estimator
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Kleinste-Quadrate-Methode
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LMS
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LTS
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Least squares method
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Normal distribution
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Regression
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Statistical method
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Statistische Methode
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Uniform distribution
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Modellierung
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Rational expectations
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Rationale Erwartung
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Scientific modelling
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Adjustment coefficients
2
Außenwirtschaftstheorie
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Einheitswurzeltest
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Estimation
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Hedging
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International economics
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Least squares esti-mator
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Johansen, Søren
Swensen, Anders Rygh
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Discussion papers / Department of Economics, University of Copenhagen
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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/10012627501
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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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