A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255)

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A bivariate fractionally cointegrated relationship in the context of cyclical structures
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    A bivariate fractionally cointegrated relationship in the context of cyclical structures (English)
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    22 December 2009
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    fractional cyclical integration
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    fractional cyclical cointegration
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    long memory
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