EFFICIENT DETRENDING IN COINTEGRATING REGRESSION (Q4512737)

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scientific article; zbMATH DE number 1525747
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EFFICIENT DETRENDING IN COINTEGRATING REGRESSION
scientific article; zbMATH DE number 1525747

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    EFFICIENT DETRENDING IN COINTEGRATING REGRESSION (English)
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    23 May 2002
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    unit roots test
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    Monte Carlo
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