ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS (Q4512685): Difference between revisions

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scientific article; zbMATH DE number 1525696
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ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS
scientific article; zbMATH DE number 1525696

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    ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS (English)
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    29 March 2001
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    fractional cointegration
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    nonstationary errors
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