The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820)

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scientific article; zbMATH DE number 6452327
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The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending
scientific article; zbMATH DE number 6452327

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    The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (English)
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    29 June 2015
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    GLS detrending
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    near-integrated model
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    moment generating function
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    characteristic function
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