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~isPartOf:"Econometric theory"
~isPartOf:"Journal of the Royal Statistical Society / A"
~isPartOf:"Statistik des Auslandes"
~person:"Xiao, Zhijie"
~subject:"Cointegration"
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Cointegration
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Xiao, Zhijie
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Econometric theory
Journal of the Royal Statistical Society / A
Statistik des Auslandes
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Efficient detrending in cointegrating regression
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Econometric theory
15
(
1999
)
4
,
pp. 519-548
Persistent link: https://www.econbiz.de/10001492212
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