Low-frequency robust cointegration testing (Q2439861): Difference between revisions
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Revision as of 00:02, 20 March 2024
scientific article
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English | Low-frequency robust cointegration testing |
scientific article |
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Low-frequency robust cointegration testing (English)
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18 March 2014
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stochastic trends
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persistence
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size distortion
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interest rates
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term spread
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