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Likelihood-based inference for cointegration with nonlinear error-correction

Likelihood-based inference for cointegration with nonlinear error-correction

Dennis Kristensen; Anders Rahbek

作者Dennis Kristensen; Anders Rahbek
卷第158卷
期第1期
印刷ISSN0304-4076
文件大小785.06KB
发表时间2010
DOI10.1016/j.jeconom.2010.03.010
页码78-94

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