Efficient detrending in cointegrating regression
Year of publication: |
1999
|
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Authors: | Xiao, Zhijie ; Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 4, p. 519-548
|
Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Theorie | Theory |
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