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Chapter 47 Vector autoregressions and cointegration
Mark W. Watson
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Dive into the research topics of 'Chapter 47 Vector autoregressions and cointegration'. Together they form a unique fingerprint.
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Keyphrases
Vector Autoregression
100%
Cointegration
100%
Vector Autoregressive Modeling
60%
Structural Vector Autoregressive
60%
Regressor
40%
Cointegrating Vector
40%
Efficient Estimator
40%
Simple Sets
20%
Moving Average
20%
Econometrics
20%
Developing Method
20%
Unit Root
20%
Alternative Representation
20%
Multivariate Model
20%
Topic Vectors
20%
Regression Estimator
20%
Vector Autoregressive Model
20%
Vector Auto-regressive
20%
Vector Error Correction Model
20%
Common Trends
20%
Granger Causality Test
20%
Triangular Representation
20%
Cointegrated System
20%
Root Problem
20%
Lag Length
20%
Spurious Regression
20%
OLS Estimator
20%
Economics, Econometrics and Finance
Econometrics
100%
Unit Root
100%
Smoothing Technique
100%
Autoregression
100%
Causality Analysis
100%
Engineering
Regressors
100%
Autoregression
100%
Efficient Estimator
100%
Moving Average
50%
Error Correction
50%
Simple Set
50%
Earth and Planetary Sciences
Error Correction
100%
Granger Causality Test
100%
Vector Autoregression
100%