Cointegration, variance shifts and the limiting distribution of the OLS estimator
| Year of publication: |
2008
|
|---|---|
| Authors: | Kourogenis, Nikolaos ; Pittis, Nikitas |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 99.2008, 1, p. 103-107
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