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Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels
- In:
Statistical papers
35
(
1994
)
4
,
pp. 287-307
Persistent link: https://www.econbiz.de/10001173330
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Near-integration and deterministic trends
Haldrup, Niels
- In:
Statistical papers
38
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1997
)
1
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pp. 77-101
Persistent link: https://www.econbiz.de/10001217588
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