Keyphrases
Cointegrated Vector Autoregressive Model
90%
Cointegration
76%
Rational Expectations
36%
I(2)
36%
Cointegrating Vector
34%
Asymptotic Distribution
31%
Reduced Rank Regression
31%
Cointegration Rank
28%
Statistical Model
28%
Long Swings
27%
Statistical Analysis
22%
Mixed Gaussian
22%
Vector Autoregressive Model
21%
Maximum Likelihood Estimator
21%
Vector Auto-regressive
18%
Likelihood Analysis
18%
Search Theory
18%
Search Data
18%
Identification Problem
18%
Linear Restrictions
18%
Statistical Algorithms
18%
Restricted Parameters
18%
Hypothesis Testing
18%
Near Unit Root
18%
State-space Model
18%
Likelihood Ratio Test
16%
Cointegrated Vector Autoregression
15%
Likelihood Function
15%
Nonstationary Variable
15%
Mathematics
Autoregressive Model
100%
Cointegration
84%
Gaussian Distribution
56%
Statistical Model
38%
Maximum Likelihood Estimator
37%
Null
36%
Variance
27%
Asymptotic Property
24%
Vector Autoregression
24%
Asymptotic Distribution
24%
Search Algorithm
18%
Robust Estimator
18%
Quantile
18%
Bivariate
18%
Outlier
18%
Linear Relation
18%
Probability Theory
18%
Maximum Likelihood
18%
