Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Year of publication: |
2009
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Authors: | Kurozumi, Eiji ; Hayakawa, Kazuhiko |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 149.2009, 2, p. 118-136
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