Heteroskedastic cointegration

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Publication:1203087

DOI10.1016/0304-4076(92)90103-XzbMath0755.62085OpenAlexW4234184362MaRDI QIDQ1203087

Bruce E. Hansen

Publication date: 4 February 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90103-x




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