Inference on the cointegration rank in fractionally integrated processes. (Q1858968): Difference between revisions

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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
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+ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY  INTEGRATED ERRORS
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+https://doi.org/10.1016/s0304-4076(02)00091-x
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+W2168960357
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