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scientific article
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scientific article

    Statements

    author
    Gunar Schröer
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    publication date
    23 August 1998
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    Mathematics Subject Classification ID
    62P20
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    62-02
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    91B84
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    62M10
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    62-01
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    zbMATH DE Number
    1194029
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    zbMATH Keywords
    cointegration
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    robustness
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    ordinary least squares
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    structural integrated models
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    unit root
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    two-stage least squares
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    bootstrap
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