Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
Year of publication: |
2017
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Authors: | Chevillon, Guillaume |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 5, p. 514-545
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Subject: | Cointegration | deterministic trend | global warming | likelihood ratio | local trends | Klimawandel | Climate change | Kointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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