Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027)
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scientific article; zbMATH DE number 6616777
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| English | Measuring correlations of integrated but not cointegrated variables: a semiparametric approach |
scientific article; zbMATH DE number 6616777 |
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Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (English)
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12 August 2016
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integrated time series
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non-cointegration
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semiparametric varying coefficient models
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0.8583354353904724
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0.7768634557723999
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0.7608545422554016
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0.7560842037200928
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0.7528285980224609
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