Fractional integration, trend stationarity and difference stationarity (Q672762): Difference between revisions

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+Q4203568
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+Efficient parameter estimation for self-similar processes
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Fractional differencing
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Q5808925
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