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CREATES research paper
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An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
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Bohn Nielsen, Heino
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Rahbek, Anders
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2009
Persistent link: https://www.econbiz.de/10003863153
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Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
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Bohn Nielsen, Heino
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2012
Persistent link: https://www.econbiz.de/10009546007
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