Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions (Q6093718)

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scientific article; zbMATH DE number 7736494
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    Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions
    scientific article; zbMATH DE number 7736494

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      Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions (English)
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      12 September 2023
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      fully modified estimation
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      cointegrating polynomial regression
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      generalized least squares
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      hypothesis testing
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