Spurious regression theory with nonstationary fractionally integrated processes
Year of publication: |
1998
|
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Authors: | Mármol, Francesc |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 84.1998, 2, p. 233-250
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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