Cointegration in fractional systems with deterministic trends (Q265117)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration in fractional systems with deterministic trends |
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Cointegration in fractional systems with deterministic trends (English)
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1 April 2016
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fractional cointegration
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deterministic trends
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ordinary least squares estimation
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generalized least squares estimation
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Wald tests
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