Fractional cointegration in the presence of linear trends (Q3552866)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional cointegration in the presence of linear trends |
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Fractional cointegration in the presence of linear trends (English)
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22 April 2010
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long memory
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residual-based semiparametric estimators
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cointegration
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local fractional trend
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