Low-frequency robust cointegration testing (Q2439861): Difference between revisions

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Revision as of 00:02, 20 March 2024

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Low-frequency robust cointegration testing
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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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