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Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles
Massimo Franchi,
Søren Johansen
Institut for Matematiske Fag
1
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Alfabetisk
Mathematics
Maximum Likelihood Estimator
100%
Bivariate
100%
Cointegration
100%
Probability Theory
100%
Vector Autoregression
100%
Quantile
100%
Asymptotic Property
100%
Null
100%
Gaussian Distribution
100%
Keyphrases
Near Unit Root
100%
Cointegrating Vector
100%
CVaR Model
20%
Rejection Probability
20%
Size Distortion
20%
Root Parameters
20%
Gaussian Maximum Likelihood
20%
Bivariate
20%
Unit Analysis
20%
Asymptotic Properties
20%
Cointegration
20%
Vector Autoregression
20%
Value Adjustments
20%
Engineering
Maximum Likelihood
100%
Quantile
100%
Gaussians
100%
Autoregression
100%
Economics, Econometrics and Finance
Unit Root
100%
Autoregression
20%