Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors regressors
Year of publication: |
[2021]
|
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Authors: | Peng, Zhen ; Dong, Chaohua |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Einheitswurzeltest | Unit root test |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3943779 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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