Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338)
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Language | Label | Description | Also known as |
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English | Polynomial Cointegration Between Stationary Processes With Long Memory |
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Polynomial Cointegration Between Stationary Processes With Long Memory (English)
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18 June 2008
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nonlinear cointegration
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Hermite polynomials
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spectral regression
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