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The cointegrated vector autoregressive model with general deterministic terms
Søren Johansen
, Morten Ørregaard Nielsen
3
Citations (Scopus)
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Keyphrases
Additive Model
100%
Asymptotic Properties
33%
Asymptotically Equivalent
33%
Cointegrated Vector Autoregression
66%
Cointegrated Vector Autoregressive Model
100%
Extended Model
100%
Large Classes
33%
Maximum Likelihood Estimator
33%
Mixed Gaussian
33%
Reduced Rank Regression
33%
Regressor
33%
Unified Treatment
33%
Zero Mean
33%
Mathematics
Additive Model
100%
Asymptotic Property
33%
Autoregressive Model
100%
Extended Model
100%
Gaussian Distribution
33%
Maximum Likelihood Estimator
33%
Regressors
33%
Vector Autoregression
66%