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Cointegration between trends and their estimators in state space models and CVAR models
Søren Johansen
, Morten Nyboe Tabor
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Dive into the research topics of 'Cointegration between trends and their estimators in state space models and CVAR models'. Together they form a unique fingerprint.
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Keyphrases
State-space Model
100%
CVaR Model
100%
Cointegration
100%
Linear State Space Model
25%
Simulation Study
25%
Common Trends
25%
Cointegrated Vector Autoregressive Model
25%
Economics, Econometrics and Finance
State Space Model
100%