Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
| Year of publication: |
2011
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|---|---|
| Authors: | Sun, Yiguo ; Hsiao, Cheng ; Li, Qi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 164.2011, 2 (1.10.), p. 252-268
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