Functional‐coefficient models under unit root behaviour
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Publication:5703226
DOI10.1111/j.1368-423X.2005.00160.xzbMath1073.62075MaRDI QIDQ5703226
Publication date: 8 November 2005
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00160.x
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
91B84: Economic time series analysis
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