Efficient estimation of models with unknown mixtures of stationary and integrated time series
Year of publication: |
1998
|
---|---|
Authors: | Kim, Changsik ; Park, Joon Y. |
Published in: |
Journal of economic theory and econometrics : journal of The Korean Econometric Society. - Seoul, ISSN 1229-2893, ZDB-ID 2024324-8. - Vol. 4.1998, 2, p. 69-103
|
Subject: | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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