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A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions
Heino Bohn Nielsen
Department of Economics
1
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Dive into the research topics of 'A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions'. Together they form a unique fingerprint.
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Keyphrases
Maximum Eigenvalue
100%
Vector Autoregression
100%
Economic Scenarios
33%
Mathematics
Eigenvalue Test
100%
Vector Autoregression
100%
Engineering
Eigenvalue
100%
Autoregression
100%