廣島大學經濟論叢 Volume 17 Issue 1
published_at 1993-07-30

Co-integrationと非確率的トレンドを持つ多変量時系列体系におけるerror correction表現と最尤推定 <論説>

Error Correction Representations and Maximum Likelihood Estimation in Multiple Time Series Systems with Co-integration and Non-stochastic Trends <Articles>
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