Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865)

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Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment
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    Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (English)
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    25 November 2011
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    ADL
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    cointegration
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    DOLS
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    nonlinear adjustment
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    OLS
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