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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Lütkepohl, Helmut"
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Lütkepohl, Helmut
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Estimating the Kronecker indices of cointegrated echelon form VARMA models
Bartel, Holger
;
Lütkepohl, Helmut
-
1997
selection criteria. The small sample performance of the methods is compared in a
simulation
study. It is found that the …
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