Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors
Year of publication: |
2009
|
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Authors: | Magdalinos, Tassos ; Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 2, p. 482-526
|
Subject: | Kointegration | Cointegration | Theorie | Theory |
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