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Time series analysis / Regression analysis / Estimation theory / Cointegration / Ordinary least squares / Delta method / T-statistic / Statistics / Econometrics / Parametric statistics
Date: 2005-08-19 11:17:06
Time series analysis
Regression analysis
Estimation theory
Cointegration
Ordinary least squares
Delta method
T-statistic
Statistics
Econometrics
Parametric statistics

Multivariate Fractional Integration and Cointegration By Morten Ørregaard Nielsen A dissertation submitted to The Faculty of Social Sciences

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