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Search: subject:"Order of integration"
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Order of integration
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order of integration
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ISO 14001
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ECONIS (ZBW)
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The Integration Order of Vector Autoregressive Processes
Franchi, Massimo
-
Økonomisk Institut, Københavns Universitet
We show that the
order
of
integration
of a vector autoregressive process is equal to the difference between the …
Persistent link: https://www.econbiz.de/10005225432
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