Near-integration and deterministic trends (Q1370197)

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scientific article; zbMATH DE number 1078062
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    Near-integration and deterministic trends
    scientific article; zbMATH DE number 1078062

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      Near-integration and deterministic trends (English)
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      18 May 2000
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      unit roots
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      near integration
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      Brownian motion
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      Ornstein-Uhlenbeck processes
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      asymptotic theory
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      time series
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