New small sample estimators for cointegration regression: Low-pass spectral filter method
Year of publication: |
1995
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Authors: | Li, Yikang ; Maddala, G. S. ; Rush, Mark |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 47.1995, 2, p. 123-129
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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