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Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models
Søren Johansen
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Dive into the research topics of 'Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models'. Together they form a unique fingerprint.
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Business & Economics
Adjustment Coefficient
42%
Causal Modeling
43%
Cointegration
100%
Graph
27%
Weak Exogeneity
43%