Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027)

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Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
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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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