Discussion of: Barigozzi-Lippi-Luciani - Dynamic Factor Models, Cointegration, and Error Correction Mechanisms R. Mosconi Politecnico di Milano 4th Carlo Giannini Conference
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Document Date: 2014-04-10 12:58:32

File Size: 121,70 KB

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• Economics
• Cointegration
• Mathematical finance
• Economic model
• Autoregressive integrated moving average
• Unit root
• Time series analysis
• Econometrics
• Statistics