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  • Search: subject:"Singular long run variance matrix"
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Year of publication
Subject
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Cointegration 2 Degenerate Wald test 2 Estimation theory 2 Fiscal sustainability 2 Fully modified regression 2 Kleinste-Quadrate-Methode 2 Kointegration 2 Least squares method 2 Multicointegration 2 Schätztheorie 2 Singular long run variance matrix 2 Statistical test 2 Statistischer Test 2 Time series analysis 2 Zeitreihenanalyse 2 Estimation 1 Regression analysis 1 Regressionsanalyse 1 Schätzung 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Kheifets, Igor L. 2 Phillips, Peter C. B. 2
Published in...
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Cowles Foundation discussion paper 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.; Phillips, Peter C. B. - In: Journal of econometrics 232 (2023) 2, pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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Cover Image
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012132051
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