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The Co-Integrated Vector Autoregression With Errors-In-Variables
Heino Bohn Nielsen
Department of Economics
4
Citations (Scopus)
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Dive into the research topics of 'The Co-Integrated Vector Autoregression With Errors-In-Variables'. Together they form a unique fingerprint.
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Business & Economics
Adjustment Coefficient
38%
Asymptotic Bias
38%
Autoregression
67%
Coupons
29%
Errors in Variables
72%
Finite Sample Properties
32%
Inference
21%
Integrated
30%
Maximum Likelihood
26%
Measurement Error
81%
Moving Average
58%
Rank Test
34%
Simulation Study
24%
State Space
28%
Test Statistic
27%
Unit Root
26%
Vector Autoregression
100%
Yield Curve
30%