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 9016612. - Vol. 25.2009, 2, p. 482-526
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